{"title":"Theorem of Furstenberg type for multiplicative stochastic integrals","authors":"N. Akanbay, S. Molchanov, Z. I. Suleimenova","doi":"10.1515/rose-2020-2035","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"28 1","pages":"163 - 175"},"PeriodicalIF":0.3000,"publicationDate":"2020-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/rose-2020-2035","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2020-2035","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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Abstract
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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