Approximation of Lyapunov exponents of nonlinear stochastic differential equations

SIAM Journal on Applied Mathematics

Volumn 56, Issue 2, 1996, Pages 627-650

  Grorud, Axel ^a   Talay, Denis ^b  

^a AIX MARSEILLE UNIVERSITY   (France)

^b INRIA   (France)

Author keywords

Lyapunov exponents; Nonlinear stochastic differential equations

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; ERRORS; ESTIMATION; NONLINEAR EQUATIONS; NUMERICAL ANALYSIS;

LYAPUNOV EXPONENTS; NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS;

DIFFERENTIAL EQUATIONS;

EID: 0030127882     PISSN: 00361399     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036139992227710     Document Type: Article

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