Lyapunov exponents of stochastic differential equations driven by Lévy processes

DOI10.1080/14689367.2015.1068275zbMath1339.60076OpenAlexW2198637314MaRDI 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 processesstochastic differential equationsLyapunov exponentsmultiplicative ergodic theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of topological dynamical systems (37B25)

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