The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations

DOI10.1023/A:1008680717092zbMath0924.60031OpenAlexW1514049197MaRDI QIDQ1282069

Peter Imkeller

Publication date: 7 November 1999

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008680717092

zbMATH Keywords

Lyapunov exponentsHörmander theoremmultiplicative ergodic theoryOseledets flagOseledets spaces

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Ergodic theory (37A99)

Related Items (4)

INVARIANT MANIFOLDS FOR STOCHASTIC MODELS IN FLUID DYNAMICS ⋮ Isotropic Ornstein-Uhlenbeck flows ⋮ Positive Lyapunov exponent in the Hopf normal form with additive noise ⋮ Rotation numbers for linear stochastic differential equations

This page was built for publication: The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations