The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem

Fuente: arXiv

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Bibliographic Details
Main Authors:	Barrera, Gerardo, Bjarkason, Eyleifur, Hafstein, Sigurdur
Format:	Preprint
Published:	2024
Subjects:	Probability Numerical Analysis Optimization and Control 60H10, 93D05, 93D30, 34F05, 37H30, 93D23
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.16765