Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. I: The multiplicative ergodic theory
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Publication:1908228
zbMath0862.60044MaRDI QIDQ1908228
Salah-Eldin A. Mohammed, Michael K. R. 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
exponential dichotomyLyapunov spectrumcocyclesemimartingalemeasure-preserving flowmultiplicative ergodic theoremhelix
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Random operators and equations (aspects of stochastic analysis) (60H25)
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