Lyapunov exponents of hybrid stochastic heat equations

J. H. Bao, X. R. Mao, C. G. Yuan

Research output: Contribution to journalArticlepeer-review

12 Citations (Scopus)


In this paper, we investigate a class of hybrid stochastic heat equations. By explicit formulae of solutions, we not only reveal the sample Lyapunov exponents but also discuss the pth moment Lyapnov exponents. Moreover, several examples are established to demonstrate that unstable (deterministic or stochastic) dynamical systems can be stabilized by Markovian switching.
Original languageEnglish
Pages (from-to)165-172
Number of pages8
JournalSystems and Control Letters
Issue number1
Publication statusPublished - Jan 2012


  • diffusion
  • partial differential equation
  • stabilization
  • stochastic heat equation
  • Lyapunov exponent
  • Markov chain
  • large deviation

Cite this