Abstract We show that, under appropriate conditions, the Lyapounov exponents of a sequence of solutions of linear differential equations with wide-band noise coefficients, converge to that of its diffusion limit.


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    Title :

    Wide band limit of Lyapounov exponents


    Contributors:
    Pardoux, E. (author)


    Publication date :

    1986-01-01


    Size :

    11 pages





    Type of media :

    Article/Chapter (Book)


    Type of material :

    Electronic Resource


    Language :

    English




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