Approximation of Lyapunov Exponents of Nonlinear Stochastic Differential Equations-Reference-Cited by-同舟云学术

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Approximation of Lyapunov Exponents of Nonlinear Stochastic Differential Equations

Published:1996-04 Issue:2 Volume:56 Page:627-650
ISSN:0036-1399
Container-title:SIAM Journal on Applied Mathematics
language:en
Short-container-title:SIAM J. Appl. Math.

Author:

Grorud Axel,Talay Denis

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics

Link

http://epubs.siam.org/doi/pdf/10.1137/S0036139992227710

Reference24 articles.

1. Lyapunov Exponents

2. The Lyapunov spectrum of a stochastic flow of diffeomorphisms

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