Baxendale, Peter H.; Goukasian, Levon - In: Stochastic Processes and their Applications 95 (2001) 2, pp. 219-233
The paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differential equation. The matrix coefficients are assumed to be functions of an independent recurrent Markov process, and the system is a small perturbation of a nilpotent system. The main result gives the...