LYAPUNOV EXPONENTS OF STOCHASTIC FLOWS

Authors
LIAO M
Citation
M. Liao, LYAPUNOV EXPONENTS OF STOCHASTIC FLOWS, Annals of probability, 25(3), 1997, pp. 1241-1256
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of probability → ACNP
ISSN journal
00911798
Volume
25
Issue
3
Year of publication
1997
Pages
1241 - 1256
Database
ISI
SICI code
0091-1798(1997)25:3<1241:LEOSF>2.0.ZU;2-V
Abstract
We obtain a formula for Lyapunov exponents of stochastic flows generat ed by stochastic differential equations on compact manifolds. As an ap plication, the exponents of a class of stochastic flows on spheres are determined explicitly.