The Maximal Almost Sure Lyapunov Exponent of Three-Dimensional Linear Stratonovich Stochastic Differential Equations

The sign of the maximal almost sure Lyapunov exponent determines the stability of stochastic systems, while its numerical computation for three-dimensional linear Stratonovich stochastic differential equations remains challenging due to the failure of classical two-dimensional strategies. The spheri...

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Principais autores:	Jianyue Su, Ziying He
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2026-06-01
coleção:	Mathematics
Assuntos:	Maximum Lyapunov exponent Furstenberg–Khasminskii formula physics-informed neural networks Fokker–Planck equation stochastic bifurcation
Acesso em linha:	https://www.mdpi.com/2227-7390/14/12/2207
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