On the Integrability Condition in the Multiplicative Ergodic Theorem for Stochastic Diierential Equations
نویسنده
چکیده
The multiplicative ergodic theorem is valid under an integrability condition on the linearized ow with respect to an invariant measure. We investigate the case were the ow is generated by a stochastic diierential equation and give a criterion in terms of the vector elds and the (generally non-adapted) invariant measure assuring the validity of the integrability condition.
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