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},
year = {1996},
publisher = {Gauthier-Villars},
volume = {32},
number = {1},
mrnumber = {1373727},
zbl = {0862.60044},
language = {en},
url = {http://geodesic.mathdoc.fr/item/AIHPB_1996__32_1_69_0/}
}
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 SP - 69 EP - 105 VL - 32 IS - 1 PB - Gauthier-Villars UR - http://geodesic.mathdoc.fr/item/AIHPB_1996__32_1_69_0/ LA - en ID - AIHPB_1996__32_1_69_0 ER -
%0 Journal Article %A Mohammed, Salah-Eldin A. %A Scheutzow, Michael K. R. %T Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. Part I : the multiplicative ergodic theory %J Annales de l'I.H.P. Probabilités et statistiques %D 1996 %P 69-105 %V 32 %N 1 %I Gauthier-Villars %U http://geodesic.mathdoc.fr/item/AIHPB_1996__32_1_69_0/ %G en %F AIHPB_1996__32_1_69_0
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/