Approximation of Lyapunov Exponents of Nonlinear Stochastic Differential Equations

DOI10.1137/S0036139992227710MaRDI QIDQ4881328zbMATHFDO

Authors Denis Talay, A. Grorud

Publication date 9 June 1996

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Lyapunov exponentsnonlinear stochastic differential equations

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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