Lyapunov Exponents of Hybrid Stochastic Heat Equations

Jianhai Bao; Xuerong Mao; Chenggui Yuan

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arXiv · 1111.1229

Lyapunov Exponents of Hybrid Stochastic Heat Equations

Jianhai Bao·Xuerong Mao·Chenggui Yuan

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Abstract

In this paper, we investigate a class of hybrid stochastic heat equations. By explicit formulae of solutions, we not only reveal the sample Lyapunov exponents but also discuss the $p$th moment Lyapnov exponents. Moreover, several examples are established to demonstrate that unstable (deterministic or stochastic) dynamical systems can be stabilized by Markovian switching.

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Jianhai Bao, Xuerong Mao, Chenggui Yuan. 2011-11-04. Lyapunov Exponents of Hybrid Stochastic Heat Equations. https://arxiv.org/abs/1111.1229

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