Numerical computation of invariant densities of linear control systems driven by multiplicative white noise (Q5707972)
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scientific article; zbMATH DE number 2232631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical computation of invariant densities of linear control systems driven by multiplicative white noise |
scientific article; zbMATH DE number 2232631 |
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Numerical computation of invariant densities of linear control systems driven by multiplicative white noise (English)
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25 November 2005
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invariant density
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Lyapunov exponent
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