Almost sure exponential stability for a class of stochastic differential equations with applications to stochastic flows (Q4036137)
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scientific article; zbMATH DE number 168394
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| English | Almost sure exponential stability for a class of stochastic differential equations with applications to stochastic flows |
scientific article; zbMATH DE number 168394 |
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Almost sure exponential stability for a class of stochastic differential equations with applications to stochastic flows (English)
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16 May 1993
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Brownian flow of diffeomorphisms
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Lyapunov exponent
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Lyapunov functions
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The solution of an ordinary stochastic differential equation defines a Brownian flow of diffeomorphisms; this flow can be viewed as the solution of a stochastic differential equation based on a random field which may be interpreted as a Brownian motion with values in the space of vector fields. For this kind of stochastic differential equations driven by nonlinear integrators, the author studies the bound of the Lyapunov exponent. Three examples are given for which Lyapunov functions are displayed.
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