Lyapunov exponents and central exponents of linear Ito stochastic differential equations

Cong, Nguyen Dinh, Thuy Quynh, Nguyen Thi . Acta Mathematica Vietnamica 2011. 36 (1) :35-53

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@article{CIS-255364,
  Author = {Cong, Nguyen Dinh and Thuy Quynh, Nguyen Thi},
  Title = {Lyapunov exponents and central exponents of linear Ito stochastic differential equations},
  Journal = {Acta Mathematica Vietnamica},
  Volume = {36},
  Number = {1},
  Year = {2011},
  Pages = {35--53},
  Keywords = {Lyapunov spectrum, nonautonomous stochastic differential equation, two-parameter stochastic flow}
}

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