A Multiplicative Ergodic Theorem for Discontinuous Random Dynamical   Systems and Applications
  Motivated by studying stochastic systems with non-Gaussian L\'evy 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 L\'evy motions. 
Huijie Qiao and Jinqiao Duan
math.PR