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Approximation of upper Lyapunov exponents of bilinear stochastic differential systems

Denis Talay 1
1 MEFISTO
CRISAM - Inria Sophia Antipolis - Méditerranée
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https://hal.inria.fr/inria-00075594
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Submitted on : Wednesday, May 24, 2006 - 6:33:47 PM
Last modification on : Friday, February 4, 2022 - 3:16:13 AM
Long-term archiving on: : Friday, May 13, 2011 - 1:24:39 PM

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Denis Talay. Approximation of upper Lyapunov exponents of bilinear stochastic differential systems. [Research Report] RR-0965, INRIA. 1989, pp.39. ⟨inria-00075594⟩

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