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Questions about the properties of vector spaces and linear transformations, including linear systems in general.

3 votes

On the solution of a generalized Lyapunov equation

In a paper of me of a few years ago, Estimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant Coefficients, Theorem 3.6 gives sufficient conditions. The pro …
Joris Bierkens's user avatar