Numerical computation of invariant densities of linear control systems driven by multiplicative white noise (Q5707972): Difference between revisions

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Latest revision as of 12:25, 11 June 2024

scientific article; zbMATH DE number 2232631
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English
Numerical computation of invariant densities of linear control systems driven by multiplicative white noise
scientific article; zbMATH DE number 2232631

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    Numerical computation of invariant densities of linear control systems driven by multiplicative white noise (English)
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    25 November 2005
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    invariant density
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    Lyapunov exponent
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