Limiting points of stochastic flows

DOI10.1080/17442500108834268MaRDI QIDQ2747865zbMATH OpenOpenAlexFDO

Authors Ming Liao

Publication date 19 June 2002

Published in Stochastics and Stochastics Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442500108834268

zbMATH Keywords

Lyapunov exponentsstochastic differential equationsstochastic flows

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

Consider a stochastic differential equation on a compact manifold \(M\), with negative Lyapunov exponents and satisfying a Hörmander type condition. Then there is a unique stationary probability measure \(\rho\) on \(M\), and the image of \(\rho\) by the inverse flow converges to a random measure \(\mu_\omega\) consisting of \(n\) point masses with equal weight, so \(\mu_\omega\) can be identified with a random set \(\sigma\) of \(n\) points. The properties of this set \(\sigma\) (relations with the domains of attraction of the flow, support of the law of \(\sigma\)) are studied. The particular case \(M=S^d\) is detailed; in this case, if the support of the stochastic flow contains all the isometries, then \(n\) is 1 or 2, and in the latter case, the two points are antipodal.

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Cites work

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Cited in

(2)

• Tightness and Boundedness of Stochastic Flows
• scientific article; zbMATH DE number 5225666 (Why is no real title available?)

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