The Lyapunov exponent for a codimension two bifurcation system that is driven by a real noise

Diffusion Processes and their Sample Paths.

G. F. Newell, Kanae Ito, H. P. McKean · American Mathematical Monthly · 1968 · 1.1K citations

Engineering, Mathematics, Financial Economics +16

Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences

S. Swain · Optica Acta International Journal of Optics · 1984 · 498 citations

Natural Sciences, Chemistry, 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

Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications

Ludwig Arnold, George Papanicolaou, Volker Wihstutz · SIAM Journal on Applied Mathematics · 1986 · 167 citations

Natural Sciences, Mathematics, Physics +17

Necessary and Sufficient Conditions for Almost Sure Sample Stability of Linear Ito Equations

F. Kozin, S. Prodromou · SIAM Journal on Applied Mathematics · 1971 · 93 citations

Engineering, Mathematics, Dynamical Systems +10