Lyapunov number of bilinear stochastic differential equations (Q1069559)

The author considers ''bilinear'' stochastic differential equations (SDE's) with linear diffusion coefficients and linear drift coefficients as well. He introduces Lyapunov numbers for them and shows that for any time- varying SDE and the associated time-constant SDE (with the time-to- infinity limits of the coefficient matrices of the former one as coefficient matrices) the Lyapunov numbers coincide if they exist, which is the case if a Lyapunov number exists for the latter SDE. Consequently, for time-constant SDE's he gives sufficient conditions for the existence of Lyapunov numbers and for the almost sure exponential growth of the solutions in terms of the Lie algebras associated with these equations.