Lyapunov Exponents for Position Dependent Random Maps: Formulae and Applications

Cisem Bektur

dc.contributor.authors	Bektur, C;
dc.date.accessioned	2020-01-17T11:38:49Z
dc.date.available	2020-01-17T11:38:49Z
dc.date.issued	2013
dc.identifier.citation	Bektur, C; (2013). Lyapunov Exponents for Position Dependent Random Maps: Formulae and Applications. STOCHASTIC ANALYSIS AND APPLICATIONS, 31, 608-600
dc.identifier.issn	0736-2994
dc.identifier.uri	https://hdl.handle.net/20.500.12619/6849
dc.identifier.uri	https://doi.org/10.1080/07362994.2013.799013
dc.description.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.
dc.language	English
dc.publisher	TAYLOR & FRANCIS INC
dc.subject	Mathematics
dc.title	Lyapunov Exponents for Position Dependent Random Maps: Formulae and Applications
dc.type	Article
dc.identifier.volume	31
dc.identifier.startpage	600
dc.identifier.endpage	608
dc.relation.journal	STOCHASTIC ANALYSIS AND APPLICATIONS
dc.identifier.wos	WOS:000320573300005
dc.identifier.doi	10.1080/07362994.2013.799013
dc.contributor.author	Cisem Bektur