Furstenberg-khasminskii formulas for lyapunov exponents via anticipative calculus

DOI10.1080/17442509508834001zbMath0857.60052OpenAlexW2067348154WikidataQ124886484 ScholiaQ124886484MaRDI QIDQ4715835

Ludwig Arnold, Peter Imkeller

Publication date: 3 March 1997

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

Full work available at URL: https://doi.org/10.1080/17442509508834001

zbMATH Keywords

Malliavin calculusstochastic differential equationsLyapunov exponentslinear cocyclesmultiplicative ergodic theoryanticipative calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic calculus of variations and the Malliavin calculus (60H07) Ergodic theory (37A99)

Related Items (3)

Lyapunov exponents of stochastic flows ⋮ Existence of random invariant periodic curves via random semiuniform ergodic theorem ⋮ Rotation numbers for linear stochastic differential equations

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