Mean Square Lyapunov Exponent for Markov Multiplicative Cocycles

Book of Abstracts of the 10th Latvian Mathematical Conference, 2nd International Conference on High Performance Computing and Mathematical Modelling 2014
Jevgeņijs Carkovs, Kārlis Šadurskis

Convenient algorithm of mean square stability analysis proposed for Markov multiplicative cocycles.

Keywords
Markov multiplicative cocycle, Lyapunov exponent, mean square stability

Carkovs, J., Šadurskis, K. Mean Square Lyapunov Exponent for Markov Multiplicative Cocycles. In: Book of Abstracts of the 10th Latvian Mathematical Conference, 2nd International Conference on High Performance Computing and Mathematical Modelling, Latvia, Liepaja, 11-12 April, 2014. Liepaja: Liepaja University, 2014, pp.24-24. ISBN 978-9934-522-23-9.

Publication language
English (en)