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乘法随机积分的Furstenberg型定理

IF 0.3 Q4 STATISTICS & PROBABILITY
Random Operators and Stochastic Equations Pub Date : 2020-05-09 DOI:10.1515/rose-2020-2035
N. Akanbay, S. Molchanov, Z. I. Suleimenova
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引用次数: 0

摘要

摘要本文证明了零迹矩阵Lee代数上与扩散过程有关的乘性随机积分的上李雅普诺夫指数的正性。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Theorem of Furstenberg type for multiplicative stochastic integrals
Abstract This paper contains the proof of the positivity of the top Lyapunov exponent for the multiplicative stochastic integrals related to the diffusion processes on the Lee algebra of the matrices with zero trace.
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来源期刊
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations STATISTICS & PROBABILITY-
CiteScore
0.60
自引率
25.00%
发文量
24
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