Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)
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Publication:1092517
DOI10.1007/BF00322018zbMath0627.60054MaRDI QIDQ1092517
Publication date: 1988
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
central limit theoremstochastic flowsproduct of random matriceslarge deviations for solutions of linear stochastic differential equations
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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