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, Tome 32 (1996) no. 1, pp. 69-105

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@article{AIHPB_1996__32_1_69_0,
     author = {Mohammed, Salah-Eldin A. and Scheutzow, Michael K. R.},
     title = {Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. {Part} {I} : the multiplicative ergodic theory},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {69--105},
     publisher = {Gauthier-Villars},
     volume = {32},
     number = {1},
     year = {1996},
     mrnumber = {1373727},
     zbl = {0862.60044},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/AIHPB_1996__32_1_69_0/}
}
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Mohammed, Salah-Eldin A.; 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, Tome 32 (1996) no. 1, pp. 69-105. http://geodesic.mathdoc.fr/item/AIHPB_1996__32_1_69_0/