CLT Variance Associated with Baxendale's SDE

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

Simple analysis of the leftmost eigenvalue of Ince's equation (a boundary value problem with periodicity) resolves an open issue surrounding a stochastic Lyapunov exponent. Numerical verification is also provided.
6 pages

Keywords

Classical Analysis and ODEs, Dynamical Systems, Probability, 34B30 (Primary) 11Y60, 34D08, 37H10, 60H10, 60J05, 65C50 (Secondary)

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/170337

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0809.5274
 http://arxiv.org/abs/0809.5274

Collections

arXiv