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

MaRDI QIDQ1908228zbMATH OpenFDO

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, https://eudml.org/doc/77531

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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