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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Barrera, Gerardo, Bjarkason, Eyleifur, Hafstein, Sigurdur
Format:	Preprint
Publié:	2024
Sujets:	Probability Numerical Analysis Optimization and Control 60H10, 93D05, 93D30, 34F05, 37H30, 93D23
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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