Ergodicity of homogeneous Brownian flows. (Q2574565)
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English | Ergodicity of homogeneous Brownian flows. |
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Ergodicity of homogeneous Brownian flows. (English)
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29 November 2005
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Let \(M\) be a finite-dimensional paracompact smooth-oriented manifold and \(\xi _k,\;0\leq k\leq d,\) be a family of smooth vector fields on \(M\). Given a Wiener process \(W(r),\;0\leq r\leq t\), and adapted process \(\gamma _t(x,w),\;t\geq 0,\) is considered such that \[ \text d\psi (\gamma _t(x,w)) = \sum _k \xi _k(\psi )(\gamma _t(x,w))\circ \text dW_k(t), \] where \(\text dW_0 =\text dt\) and \(\circ \) denotes the Stratonovich differential. The Markov transition semigroup associated to \(\gamma _t\) is proven to be irreducible if and only if there exist only constant functions \(\psi \in L^\infty (M,\mu )\) satisfying the equation \(\psi = \psi \circ \alpha (\xi _k,t),\;t \in \mathbb R,\;0\leq k\leq d\), where \(\alpha (\xi ,t)\) is the one-parameter group of diffeomorphism on \(M\) associated with the complete vector field \(\xi \). In such case, an invariant finite volume \(\mu \) is ergodic for the flow.
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Brownian flows
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irreducible
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ergodic
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