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Asymptotic expansions of the Lyapunov index for linear stochastic systems with small noise. (English. Russian original) Zbl 0522.34053
J. Appl. Math. Mech. 46, 277-283 (1983); translation from Prikl. Mat. Mekh. 46, 378-395 (1982).

MSC:
34F05 Ordinary differential equations and systems with randomness
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
93D05 Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory
34D05 Asymptotic properties of solutions to ordinary differential equations
93E15 Stochastic stability in control theory
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