Uniform shrinking and expansion under isotropic Brownian flows

DOI10.1007/s10959-008-0193-3zbMath1178.37047arXiv0901.4414OpenAlexW3105158801MaRDI QIDQ842400

Georgi Dimitroff, Peter H. Baxendale

Publication date: 25 September 2009

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

Full work available at URL: https://arxiv.org/abs/0901.4414

zbMATH Keywords

stochastic differential equationsLyapunov exponentsrandom dynamical systemsreproducing kerneltransport propertiesnon-degeneracy conditionCameron-Martin spacestochastic flow of diffeomorphismsisotropic Brownian flowcontrol theorempotential spectral measure

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Related Items (1)

Asymptotic support theorem for planar isotropic Brownian flows

Cites Work

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• Gaussian Measures on Function Spaces
• On the small balls problem for equivalent Gaussian measures
• A limit shape theorem for periodic stochastic dispersion
• Stochastic differential equations. An introduction with applications.

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