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The paper deals with these spaces for stochastic differential equations in Stratonovich form as \\(dx_t= \\sum^m_{i= 0} A_ix_t\\circ dW^i_t\\), where \\(A_0,\\dots, A_m\\) are \\(d\\times d\\) real matrices, \\((W^1,\\dots, W^m)\\) is a canonical two-sided \\(m\\)-dimensional Wiener process, and \\(dW^0_t:= dt\\). The Oseledets (random) subspaces \\(E_1,\\dots, E_r\\), corresponding to the Lyapunov numbers \\(\\lambda_1>\\cdots>\\lambda_r\\), can be described by two flags of nested random subspaces \\(V^+_1\\supset\\cdots\\supset V^+_r\\), \\(V^-_1\\subset\\cdots\\subset V^-_r\\), by \\(E_i= V^+_i\\cap V^-_i\\), and the two flags are independent. The author deals with the forward \\((+)\\) flag, sufficient to obtain smoothness results for the Oseledets spaces. Subspaces are identified with orthogonal projectors, and the generic \\(k\\)-dimensional Oseledets subspace is studied by identifying it with the stationary state of a flow of diffeomorphisms on the Grassmannian \\(G_k(d)\\) of \\(k\\)-dimensional subspaccs. This flow is obtained by decomposing the original random dynamical system in a radial and an angular part. Malliavin calculus is then applied to prove, under suitable assumptions, that the law of the \\(k\\)-dimensional subspace has a \\(C^\\infty\\)-density with respect to the Riemannian volume on \\(G_k(d)\\). For the entire collection see [Zbl 0870.00040].","type":"string"},"datatype":"string"},"type":"statement","id":"Q4357558$35046994-8491-47A0-B354-F792C1900C7F","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On the laws of the Oseledets spaces of linear stochastic differential equations","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_the_laws_of_the_Oseledets_spaces_of_linear_stochastic_differential_equations"}}}}}