scientific article; zbMATH DE number 1341827

MaRDI QIDQ4263377zbMATH OpenFDO

Authors Denis Talay

Publication date 4 April 2000

zbMATH Keywords

linear and nonlinear diffusion processesLyapunov exponentMonte Carlo method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations
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• Communication structure of discretized degenerate diffusion processes and approximation of Lyapunov exponents
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