Timeline for Stability results for general linear stochastic ODE
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Aug 12, 2023 at 17:16 | comment | added | Thomas Kojar | I didn't say it is necessary, just sufficient based on the linked article in order to get a convex function. | |
| Aug 12, 2023 at 17:09 | comment | added | Panopticon | I don't think that A need be negative definite for convergence to zero-- this is manifestly not required in the one dimensional case (geometric brownian motion), where the correct condition is A-B^2/2 < 0. | |
| Aug 11, 2023 at 23:12 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Aug 11, 2023 at 22:55 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Aug 11, 2023 at 22:37 | history | answered | Thomas Kojar | CC BY-SA 4.0 |