Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems (Q3977639)
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scientific article; zbMATH DE number 13033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems |
scientific article; zbMATH DE number 13033 |
Statements
Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems (English)
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25 June 1992
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Lyapunov exponent
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multivariate stochastic differential equation
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Stratonovitch form
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discrete time process
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performances
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efficiency
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stopping criterion
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