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arXiv 0809.5274math.CAmath.DSmath.PR

CLT Variance Associated with Baxendale's SDE

Steven R. Finch

英文摘要:

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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