Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. I: The multiplicative ergodic theory

zbMATH Open0862.60044MaRDI QIDQ1908228FDOQ1908228

Authors: Salah Mohammed, Michael Scheutzow 

Publication date: 25 May 1997

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1996__32_1_69_0

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zbMATH Keywords

semimartingalecocycleexponential dichotomymultiplicative ergodic theoremhelixLyapunov spectrummeasure-preserving flow

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)

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