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Give an example of a linear system x = Ax whose flow satisfies limt |e^(At)x| = 0 for all x Rn, but |e^(At)x| is not
Give an example of a linear system x = Ax whose flow satisfies limt |e^(At)x| = 0 for all x Rn, but |e^(At)x| is not monotonically decreasing
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An Introduction to the Mathematics of Financial Derivatives
Authors: Ali Hirsa, Salih N. Neftci
3rd edition
012384682X, 978-0123846822
