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Lyapunov Exponents for Position Dependent Random Maps: Formulae and Applications

Lyapunov Exponents for Position Dependent Random Maps: Formulae and Applications

Cisem Bektur
URI: https://hdl.handle.net/20.500.12619/6849
https://doi.org/10.1080/07362994.2013.799013
Date: 2013

Abstract:

In this article, we provide formulae for Lyapunov exponents of position dependent random maps of the interval. We then apply our results to a financial market model with short-lived assets.

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