Geodesic
On the mean-square exponents of linear time-invariant systems of Ito
Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, Tome 25 (2002) no. 2, pp. 97-98.

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Characteristic exponents of square mean norms are studed for the solutions of linear systems of Ito differential equations with constant coefficients. It is stated that typical system has only a one exponent. 
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     author = {M. P. Troinikov},
     title = {On the mean-square exponents of linear time-invariant systems of {Ito}},
     journal = {Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta},
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M. P. Troinikov. On the mean-square exponents of linear time-invariant systems of Ito. Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, Tome 25 (2002) no. 2, pp. 97-98. http://geodesic.mathdoc.fr/item/IIMI_2002_25_2_a27/