Communication structure of discretized degenerate diffusion processes and approximation of Lyapunov exponents (Q2732339)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1623594
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Communication structure of discretized degenerate diffusion processes and approximation of Lyapunov exponents |
scientific article; zbMATH DE number 1623594 |
Statements
Communication structure of discretized degenerate diffusion processes and approximation of Lyapunov exponents (English)
0 references
23 July 2001
0 references
Monte Carlo method
0 references
degenerate diffusion
0 references
Euler schemes
0 references
weakly nondegenerate diffusion processes
0 references
Lyapunov exponent
0 references
The paper considers Euler schemes for weakly nondegenerate diffusion processes. It studies the properties that the approximation inherits from the original process. These properties are used to approximate the largest Lyapunov exponent associated with the original diffusion.
0 references
0.7317206859588623
0 references
0.719106912612915
0 references
0.718975305557251
0 references
0.7173925638198853
0 references
