On the integrability condition in the multiplicative ergodic theorem for stochastic differential equations

DOI10.1080/17442509808834164zbMATH Open1043.60512OpenAlexW1996018085MaRDI QIDQ4510201FDOQ4510201

Authors: Ludwig Arnold, P. Imkeller 

Publication date: 23 October 2000

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509808834164

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Mathematics Subject Classification ID

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

Cited In (4)

• Rotation numbers for linear stochastic differential equations
• On the spatial asymptotic behavior of stochastic flows in Euclidean space
• Theorem of Furstenberg type for multiplicative stochastic integrals
• The metric entropy of random dynamical systems in a Banach space: Ruelle inequality

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