On the Lyapunov exponent of a multidimensional stochastic flow

DOI10.1007/S10959-007-0071-4zbMath1120.60072arXivmath/0610665OpenAlexW2021394049MaRDI QIDQ2641430

Michele Baldini

Publication date: 20 August 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610665

zbMATH Keywords

DiffusionRecurrenceElliptic operatorStochastic flowSuperharmonic function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

• On the invariant measure of a positive recurrent diffusion in \({\mathbb{R}}\)
• ERGODIC PRORERTY OF N-DIMENSIONAL RECURRENT MARKOV PROCESSES
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