CLT Variance Associated with Baxendale's SDE
Classical Analysis and ODEs
2008-10-01 v1 Dynamical Systems
Probability
Abstract
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.
Keywords
Cite
@article{arxiv.0809.5274,
title = {CLT Variance Associated with Baxendale's SDE},
author = {Steven R. Finch},
journal= {arXiv preprint arXiv:0809.5274},
year = {2008}
}
Comments
6 pages