Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients

J. Bierkens, O.W. van Gaans, Sjoerd Verduyn Lunel

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Journal	Stochastic Analysis and Applications
Volume	28
Publication status	Published - 2010
Externally published	Yes

Cite this

@article{4e8282eff3e340fbbf82eadae040fa76,

title = "Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients",

author = "J. Bierkens and {van Gaans}, O.W. and {Verduyn Lunel}, Sjoerd",

year = "2010",

language = "English",

volume = "28",

journal = "Stochastic Analysis and Applications",

issn = "0736-2994",

publisher = "Taylor & Francis",

}