On the Growth Rate of a Linear Stochastic Recursion with Markovian Dependence

Author:

Pirjol Dan,Zhu Lingjiong

Publisher

Springer Science and Business Media LLC

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Reference36 articles.

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3. Aristoff, D., Zhu, L.: On the phase transition curve in a directed exponential random graph model. arXiv:1404.6514 [math.PR]. (2014)

4. Asselah, A., Dai Pra, P., Lebowitz, J.L., Mounaix, P.: Diffusion effects on the breakdown of a linear amplifier model driven by the square of a Gaussian field. J. Stat. Phys. 104, 24–32 (1990)

5. Black, F., Derman, E., Toy, W.: A one-factor model of interest rates and its application to treasury bond options. Financ. Anal. J. 46, 24–32 (1990)

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