A Multiplicative Ergodic Theorem for Discontinuous Random Dynamical Systems and Applications
arXiv:1204.5050
Abstract
Motivated by studying stochastic systems with non-Gaussian Lévy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem is proved for such linear cocycles. Then, the result is illustrated for two linear stochastic systems with general Lévy motions.
16 pages