Stochastic exponentials of matrix-valued Lévy processes satisfy SLLN and CLT for log-norm, log-entries, and log-determinant under weak geometric and moment conditions.
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Limit theorems for stochastic exponentials of matrix-valued L\'evy processes
Stochastic exponentials of matrix-valued Lévy processes satisfy SLLN and CLT for log-norm, log-entries, and log-determinant under weak geometric and moment conditions.