Lyapunov Exponents for Position Dependent Random Maps: Formulae and Applications

DOI10.1080/07362994.2013.799013zbMath1272.91127OpenAlexW2090473315MaRDI QIDQ2844029

Çisem Bektur

Publication date: 27 August 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.799013

zbMATH Keywords

Lyapunov exponentsrandom dynamical systemsskew product

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items

On approximation by random Lüroth expansions

Cites Work

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• MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
• Weakly Convex and Concave Random Maps with Position Dependent Probabilities
• Position dependent random maps in one and higher dimensions