Furstenberg's theorem for nonlinear stochastic systems

DOI10.1007/BF00363514zbMath0592.60043OpenAlexW1985099948MaRDI QIDQ1075694

Andrew P. Carverhill

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00363514

zbMATH Keywords

Lie algebraprincipal bundleLyapunov exponentFurstenberg's theoremrandom composition of incompressible diffeomorphisms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (7)

Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations ⋮ Lagrangian chaos and scalar advection in stochastic fluid mechanics ⋮ Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms ⋮ Exponential mixing for random dynamical systems and an example of Pierrehumbert ⋮ Lower bounds on the Lyapunov exponents of stochastic differential equations ⋮ Extremal Lyapunov exponents: an invariance principle and applications ⋮ A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations

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• A classification of the second order degenerate elliptic operators and its probabilistic characterization
• Noncommuting Random Products

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