Surface stretching for Ornstein Uhlenbeck velocity fields

DOI10.1214/ECP.v2-980zbMath0890.60047MaRDI QIDQ1380233

René A. Carmona, Lin Xu, S. A. Grishin

Publication date: 9 March 1998

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119461

zbMATH Keywords

diffusion processesLyapunov exponentstochastic flows

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

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