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S. Hafstein

11 papers hereh-index 211.5k citations127 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author1
  • middle author6
  • last author2

Across the 10 of 11 papers where every author was matched, so the position is known.

fields
  • math.DS6
  • math.OC2
  • math.CA1
  • math.NA1
  • math.PR1

identity via Semantic Scholar / OpenAlex

activity
20122026
collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2024

The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem

Gerardo Barrera, Eyleifur Bjarkason, Sigurdur Hafstein

In this manuscript, we study the stability of the origin for the multivariate geometric Brownian motion. More precisely, under suitable sufficient conditions, we construct a Lyapun…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.