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

Salah-Eldin A. Mohammed; Michael K. R. Scheutzow

Annales de l'I.H.P. Probabilités et statistiques (1996)

  • Volume: 32, Issue: 1, page 69-105
  • ISSN: 0246-0203

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Mohammed, Salah-Eldin A., and Scheutzow, Michael K. R.. "Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. Part I : the multiplicative ergodic theory." Annales de l'I.H.P. Probabilités et statistiques 32.1 (1996): 69-105. <http://eudml.org/doc/77531>.

@article{Mohammed1996,
author = {Mohammed, Salah-Eldin A., Scheutzow, Michael K. R.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {semimartingale; helix; cocycle; measure-preserving flow; Lyapunov spectrum; multiplicative ergodic theorem; exponential dichotomy},
language = {eng},
number = {1},
pages = {69-105},
publisher = {Gauthier-Villars},
title = {Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. Part I : the multiplicative ergodic theory},
url = {http://eudml.org/doc/77531},
volume = {32},
year = {1996},
}

TY - JOUR
AU - Mohammed, Salah-Eldin A.
AU - Scheutzow, Michael K. R.
TI - Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. Part I : the multiplicative ergodic theory
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1996
PB - Gauthier-Villars
VL - 32
IS - 1
SP - 69
EP - 105
LA - eng
KW - semimartingale; helix; cocycle; measure-preserving flow; Lyapunov spectrum; multiplicative ergodic theorem; exponential dichotomy
UR - http://eudml.org/doc/77531
ER -

References

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