Large deviations and stochastic flows of diffeomorphisms

DOI10.1007/BF00356102zbMath0638.60035MaRDI QIDQ1099483

Peter H. Baxendale, Daniel W. Stroock

Publication date: 1988

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

zbMATH Keywords

Lyapunov exponentsstochastic flow of diffeomorphismsdiffusion process on a compact manifoldlarge deviations for additive functionals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (26)

Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations ⋮ Lyapunov exponents for small random perturbations of Hamiltonian systems. ⋮ A comparison of homogenization and large deviations, with applications to wavefront propagation ⋮ On some stochastic differential equations with jumps subject to small positives coefficients ⋮ Sample path properties of the stochastic flows. ⋮ A stochastic Hopf bifurcation ⋮ Homogenization theory: periodic and beyond. Abstracts from the workshop held March 14--20, 2021 (online meeting) ⋮ Necessary and sufficient conditions for stable synchronization in random dynamical systems ⋮ LYAPUNOV EXPONENTS AND RESONANCE FOR SMALL PERIODIC AND RANDOM PERTURBATIONS OF A CONSERVATIVE LINEAR SYSTEM ⋮ Homotopy and homology vanishing theorems and the stability of stochastic flows ⋮ Almost-sure enhanced dissipation and uniform-in-diffusivity exponential mixing for advection-diffusion by stochastic Navier-Stokes ⋮ Kraichnan flow in a square: An example of integrable chaos ⋮ On a reaction diffusion problem with a moving impulse on boundary ⋮ Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation ⋮ T. E. Harris's contributions to recurrent Markov processes and stochastic flows ⋮ The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow. ⋮ Stochastic stability analysis of coupled viscoelastic systems with nonviscously damping driven by white noise ⋮ BSDE with jumps and non-Lipschitz coefficients: application to large deviations ⋮ Small noise expansion of moment lyapunov exponents for two-dimensional systems ⋮ Contractibility of manifolds by means of stochastic flows ⋮ Limiting points of stochastic flows ⋮ Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation ⋮ Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations ⋮ Random Attraction in the TASEP Model ⋮ A function space large deviation principle for certain stochastic integrals ⋮ Moment Lyapunov exponents of a two-dimensional system in wind-induced vibration under real noise excitation.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals
• On evaluating the Donsker-Varadhan I-function
• Entropy formula for random transformations
• Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms
• Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérées
• A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem
• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• Flows of stochastic dynamical systems: ergodic theory
• Asymptotic evaluation of certain markov process expectations for large time, I
• Noncommuting Random Products
• An introduction to the theory of large deviations

This page was built for publication: Large deviations and stochastic flows of diffeomorphisms