Lyapunov exponents of stochastic flows

DOI10.1214/aop/1024404512zbMath0921.58070OpenAlexW1968501178MaRDI QIDQ1370228

Ming Liao

Publication date: 26 September 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1024404512

zbMATH Keywords

stochastic flowsLjapunov exponents

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (2)

DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX ⋮ Limiting points of stochastic flows

Cites Work

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• A proof of Oseledec's multiplicative ergodic theorem
• Asymptotic behaviour of stochastic flows of diffeomorphisms: Two case studies
• Random dynamical systems
• A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem
• Flows of stochastic dynamical systems: ergodic theory
• Furstenberg-khasminskii formulas for lyapunov exponents via anticipative calculus

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