Lyapunov exponents of stochastic flows (Q1370228)
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scientific article; zbMATH DE number 1078139
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lyapunov exponents of stochastic flows |
scientific article; zbMATH DE number 1078139 |
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Lyapunov exponents of stochastic flows (English)
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26 September 1999
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The main result of the paper is a formula for the Lyapunov exponents of a stochastic flow generated by a stochastic differential equation on a compact manifold. The basic assumption is the uniqueness of the stationary measure for the process under consideration. For a stochastic flow on the sphere, simple explicit formulae are obtained.
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Ljapunov exponents
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stochastic flows
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