Rotation numbers for linear stochastic differential equations

DOI10.1214/aop/1022677256zbMath0944.60065OpenAlexW2037468477MaRDI QIDQ1807202

Ludwig Arnold, Peter Imkeller

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/1022677256

zbMATH Keywords

Malliavin calculuscocyclestochastic flowStratonovich stochastic differential equationrandom dynamical systemmultiplicative ergodic theoremFurstenberg-Khasminskij formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

An averaging principle for diffusions in foliated spaces ⋮ DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX ⋮ Relative rotation number for stochastic systems: dynamical and topological applications

Cites Work

• The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations
• Perfect cocycles through stochastic differential equations
• A multiplicative ergodic theorem for rotation numbers
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• Order-preserving random dynamical systems: equilibria, attractors, applications
• Rotation Numbers For Stochastic Dynamical Systems
• Furstenberg-khasminskii formulas for lyapunov exponents via anticipative calculus
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