LEVY PROCESSES IN SEMISIMPLE LIE-GROUPS AND STABILITY OF STOCHASTIC FLOWS

Authors
LIAO M
Citation
M. Liao, LEVY PROCESSES IN SEMISIMPLE LIE-GROUPS AND STABILITY OF STOCHASTIC FLOWS, Transactions of the American Mathematical Society, 350(2), 1998, pp. 501-522
Citations number
12
Categorie Soggetti
Mathematics,Mathematics
Journal title
Transactions of the American Mathematical Society → ACNP
ISSN journal
00029947
Volume
350
Issue
2
Year of publication
1998
Pages
501 - 522
Database
ISI
SICI code
0002-9947(1998)350:2<501:LPISLA>2.0.ZU;2-F
Abstract
We study the asymptotic stability of stochastic flows;In compact space s induced by Levy processes in semisimple Lie groups. It is shown that the Lyapunov exponents can be determined naturally in terms of root s tructure of the Lie group and there is an open subset whose complement has a positive codimension such that,after a random rotation, each of its connected components is shrunk to a single moving point exponenti ally under the flow.