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scientific article; zbMATH DE number 19547
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    scientific article; zbMATH DE number 19547

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      26 June 1992
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      stochastic differential equations
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      stochastic flows
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      Lyapunov exponents
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      Sobolev topologies
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      [For the entire collection see Zbl 0733.00015.] For finite-dimensional stochastic differential equations the existence of the corresponding stochastic flows, and a number of their regularity properties, are well-known. This subject in infinite-dimensional spaces is just at the beginning. The paper deals with an abstract class of linear stochastic partial differential equations of parabolic type with multiplicative noise. Under a set of assumptions that guarantees the existence of the associated stochastic flow, a number of regularity properties of the flow (like continuity and uniformity in time) are analysed. These properties are oriented to the application of an Oseledec type Theorem in Hilbert spaces, proved by D. Ruelle, about the existence of Lyapunov exponents. Examples of application to second order parabolic equations with Dirichlet or Neumann boundary conditions are then given, with the Lyapunov exponents computed with respect to different Sobolev topologies.
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