Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms

DOI10.1007/BF00367301zbMath0645.58043MaRDI QIDQ1103244

Peter H. Baxendale

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

relative entropyLyapunov exponentsinvariant measureconformal diffeomorphismstochastic flow of diffeomorphisms

Mathematics Subject Classification ID

General groups of measure-preserving transformations (28D15) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic analysis (60H99)

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Cites Work

• Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
• Furstenberg's theorem for nonlinear stochastic systems
• Asymptotic behaviour of stochastic flows of diffeomorphisms: Two case studies
• Comparaison des exposants de Lyapounov des processus markoviens multiplicatifs. (Comparison of Lyapunov exponents of multiplicative Markov processes)
• Ergodic theory of differentiable dynamical systems
• Brownian motions on the homeomorphisms of the plane
• Hypoelliptic second order differential equations
• On backward stochastic differential equations
• Flows of stochastic dynamical systems: ergodic theory
• On Products of Random Matrices and Operators
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Asymptotic evaluation of certain markov process expectations for large time, II
• Noncommuting Random Products
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