Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

Beitragende

Abstract

We introduce a concept of adjoint equation and Lyapunov regularity of a stochastic differential algebraic Equation (SDAE) of index 1. The notion of adjoint SDAE is introduced in a similar way as in the deterministic differential algebraic equation case. We prove a multiplicative ergodic theorem for the adjoint SDAE and the adjoint Lyapunov spectrum. Employing the notion of adjoint equation and Lyapunov spectrum of an SDAE, we are able to define Lyapunov regularity of SDAEs. Some properties and an example of a metal oxide semiconductor field-effect transistor ring oscillator under thermal noise are discussed.

Details

OriginalspracheEnglisch
Seiten (von - bis)776-802
Seitenumfang27
FachzeitschriftStochastics
Jahrgang86
Ausgabenummer5
PublikationsstatusVeröffentlicht - Sept. 2014
Peer-Review-StatusJa

Externe IDs

ORCID /0000-0003-0967-6747/work/213148702

Schlagworte

Schlagwörter

  • adjoint equation, Lyapunov regularity, induced two-parameter stochastic flow, Lyapunov exponent, stochastic differential algebraic equation