Some support properties of the laws of invariant spaces of stochastic differential equations (Q2702399)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some support properties of the laws of invariant spaces of stochastic differential equations |
scientific article |
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2 September 2002
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stochastic flow
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Lyapunov exponents
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Malliavin calculus
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Some support properties of the laws of invariant spaces of stochastic differential equations (English)
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The author refines the smoothness results obtained in an earlier paper for the laws of the invariant flag and Oseledets spaces obtained via the multiplicative ergodic theorem for stochastic flows generated by linear stochastic differential equations. He proves connectedness of the support of these laws and shows that under restrictive Hörmander type conditions their densities are positive everywhere and so their laws have full support.NEWLINENEWLINEFor the entire collection see [Zbl 0953.00049].
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