Lyapunov exponents of linear stochastic functional differential equations with infinite memory

DOI10.1080/17442509908834178zbMath0923.60070OpenAlexW2091852973MaRDI QIDQ4238140

S. A. El Sanousi

Publication date: 26 May 1999

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

Full work available at URL: https://doi.org/10.1080/17442509908834178

zbMATH Keywords

Lyapunov exponentscocyclestable and unstable manifoldsrandom operatorOseledets multiplicative ergodic theoreminfinite memory stochastic functional differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodic theory of linear operators (47A35) Spectrum, resolvent (47A10) Stochastic integral equations (60H20) One-parameter continuous families of measure-preserving transformations (28D10)

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