Lyapunov exponent and chaos of Duffing's equation perturbed by white noise

Determining Lyapunov exponents from a time series

Alan Wolf, J. B. Swift, Harry L. Swinney et al. · Physica D Nonlinear Phenomena · 1985 · 9.4K citations · Full text

Natural Sciences, Physics, Dynamical Systems +13

A nonlinear oscillator with a strange attractor

Philip Holmes · Philosophical Transactions of the Royal Society of London Series A Mathematical and Physical Sciences · 1979 · 682 citations

Natural Sciences, Mathematics, Physics +17

Necessary and Sufficient Conditions for the Asymptotic Stability of Linear Stochastic Systems

R. Z. Khas’minskiĭ · Theory of Probability and Its Applications · 1967 · 324 citations

Engineering, Mathematics, Dynamical Systems +15

The numerical solution of stochastic differential equations

Peter E. Kloeden, Robert A. Pearson · The Journal of the Australian Mathematical Society Series B Applied Mathematics · 1977 · 265 citations · Full text

Engineering, Computer Science, Differential Equations +10

Almost-sure stochastic stability of coupled non-linear oscillators

Samuel T. Ariaratnam, Wei-Chau Xie · International Journal of Non-Linear Mechanics · 1994 · 11 citations

Natural Sciences, Mathematics, Physics +14