Estimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant Coefficients (Q4932830)
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scientific article; zbMATH DE number 5796806
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant Coefficients |
scientific article; zbMATH DE number 5796806 |
Statements
Estimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant Coefficients (English)
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7 October 2010
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linear stochastic differential equations
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Lyapunov exponent
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matrix inequalities
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stability
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