CLT Variance Associated with Baxendale's SDE

Details CLT Variance Associated with Baxendale's SDE CLT Variance Associated with Baxendale's SDE

2008-09-30

arxiv.org/abs/0809.5274v1

Mathematics

Classical Analysis and ODEs

6 pages

Scientific paper

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.

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