Lyapunov exponents of stochastic flows

• 成果类型: Article
• 署名作者: Liao, M
• 署名单位: Auburn University System; Auburn University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1997
• 页码: 1241-1256
• 关键词: diffeomorphisms

摘要

We obtain a formula for Lyapunov exponents of stochastic flows generated by stochastic differential equations on compact manifolds. As an application, the exponents of a class of stochastic flows on spheres are determined explicitly.