Sample path properties of the stochastic flows. (Q1879844): Difference between revisions

Let \(\{x_t: t > 0\}\) be a stochastic flow of diffeomorphisms on a \(C^\infty\) smooth, connected, compact Riemannian manifold \(M\): \[ d x_t = \sum_{k=1}^d X(x_t)\circ d \theta_k(t) + X_0 (x_t) dt, \] where \(X_0, X_1, \ldots, X_d\) are \(C^\infty\)-vector fields on \(M\) and \(\vec \theta(t)= (\theta_1(t),\) \( \ldots, \theta_d(t))\) is a standard \({\mathbb R}^d\)-valued Brownian motion. Under certain conditions, the authors show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and central limit theorems. Their proof uses new estimates of the mixing rates of the multi-point motion.