EXPONENTIAL GROWTH RATE FOR DERIVATIVES OF STOCHASTIC FLOWS

DOI10.1142/S0219493711003322zbMath1235.60073arXiv1103.2979OpenAlexW2097868680MaRDI QIDQ3173986

Holger M. Van Bargen, Simon Wasserroth, Michael K. R. Scheutzow

Publication date: 11 October 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.2979

zbMATH Keywords

stochastic differential equationsexponential growthstochastic flowsspatial derivatives

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Sample path properties (60G17) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

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