A multiplicative ergodic theorem with applications to a first order stochastic hyperbolic equation in a bounded domain
Kay-Uwe Schaumlöffel, Franco Flandoli · Stochastics and stochastics reports · 1991
We consider first order stochastic partial differential equations with finitely many noise sources which induce random evolution operators on a Hilbert space. A version of the multiplicative ergodic theorem yields the existence of Lyapunov exponents (non‐random exponential growth rates) for the solutions.