Lyapunov Exponents for Position Dependent Random Maps: Formulae and Applications

作者：Bektur Cisem^*

来源：Stochastic Analysis and Applications, 2013, 31(4): 600-608.

DOI：10.1080/07362994.2013.799013

• Lyapunov exponents
• Random dynamical systems
• Skew product
• Primary 91G80
• 91G10

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.

• 出版日期2013-7-1