On the spatial asymptotic behavior of stochastic flows in Euclidean space

DOI10.1214/aop/1022677255zbMath0942.60053OpenAlexW2016106491MaRDI QIDQ1807189

Peter Imkeller, Michael K. R. Scheutzow

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1214/aop/1022677255

zbMATH Keywords

modulus of continuityrandom fieldsstochastic flowstochastic partial differential equationsemimartingaleGarsia-Rodemich-Rumsey lemmaspatial asymptotic growth rate

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Davie's type uniqueness for a class of SDEs with jumps ⋮ Global flows for stochastic differential equations without global Lipschitz conditions ⋮ Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori ⋮ The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow. ⋮ Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs ⋮ Pesin's formula for random dynamical systems on \(\mathbb R^d\) ⋮ The stable manifold theorem for stochastic differential equations

Cites Work

• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Spatial estimates for stochastic flows in Euclidean space
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. I: The multiplicative ergodic theory
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• Occupation densities of stratonovitch stochastic differential equations with boundary conditions
• On the integrability condition in the multiplicative ergodic theorem for stochastic differential equations
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the spatial asymptotic behavior of stochastic flows in Euclidean space