Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients (Q4932830)
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scientific article; zbMATH DE number 5796806
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| English | Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients |
scientific article; zbMATH DE number 5796806 |
Statements
Estimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant Coefficients (English)
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7 October 2010
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linear stochastic differential equations
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Lyapunov exponent
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matrix inequalities
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stability
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0.7874566912651062
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0.7623835802078247
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0.7607269287109375
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