"The stability of the multivariate geometric Brownian motion as a bilinear ..."

Gerardo Barrera, Eyleifur Bjarkason, Sigurdur F. Hafstein (2024)

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DOI: 10.48550/ARXIV.2403.16765

access: open

type: Informal or Other Publication

metadata version: 2024-04-11

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  - journals/corr/abs-2403-16765
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  - https://dblp.org/rec/journals/corr/abs-2403-16765
Gerardo Barrera, Eyleifur Bjarkason, Sigurdur F. Hafstein:
The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem. CoRR abs/2403.16765 (2024)

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