Continuous-time extensions of discrete-time cocycles

Abstract: We consider linear cocycles taking values in $\textup{SL}_d(\mathbb{R})$ driven by homeomorphic transformations of a smooth manifold, in discrete and continuous time. We show that any discrete-time cocycle can be extended to a continuous-time cocycle, while preserving its characteristic properties. We provide a necessary and sufficient condition under which this extension is natural in the sense that the base is extended to an associated suspension flow and that the dimension of the cocycle does not change. Further, we refine our general result for the case of (quasi-)periodic driving. As an example, we present a discrete-time cocycle due to Michael Herman. The Furstenberg--Kesten limits of this cocycle do not exist everywhere and its Oseledets splitting is discontinuous. Our results on the continuous-time extension of discrete-time cocycles allow us to construct a continuous-time cocycle with analogous properties.