Numerical computation of invariant densities of linear control systems driven by multiplicative white noise (Q5707972)
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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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0.7690646052360535
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0.7657724618911743
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0.7460927963256836
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0.7440550327301025
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