A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations
Work
Year: 2021
Type: article
Source: Inventiones mathematicae
Institutions University of Maryland, College Park, Georgia Institute of Technology, Institute for Advanced Study
Cites: 102
Cited by: 17
Related to: 10
FWCI: 2.976
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: green