Lyapunov exponents of stochastic differential equations driven by Lévy processes

DOI10.1080/14689367.2015.1068275zbMath1339.60076MaRDI QIDQ2811256

Huijie Qiao, Jin-qiao Duan

Publication date: 10 June 2016

Published in: Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14689367.2015.1068275

zbMATH Keywords

Lévy processes; stochastic differential equations; Lyapunov exponents; multiplicative ergodic theorem

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

37B25: Stability of topological dynamical systems