QR-based methods for computing Lyapunov exponents of stochastic differential equations (Q2905678)

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scientific article; zbMATH DE number 6072965
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QR-based methods for computing Lyapunov exponents of stochastic differential equations
scientific article; zbMATH DE number 6072965

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    28 August 2012
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    Lyapunov exponents
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    stochastic differential equations
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    QR-decomposition
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    numerical methods
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    QR-based methods for computing Lyapunov exponents of stochastic differential equations (English)
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