Decomposition of stochastic flows and Lyapunov exponents

DOI10.1007/S004400000064MaRDI QIDQ1584542zbMATH OpenFDO

Authors Ming Liao

Publication date 18 February 2001

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S004400000064

zbMATH Keywords

Lyapunov exponentsstochastic flows

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) 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 Riemannian manifold, and let \(\phi_t\) be the flow generated by this equation. For a fixed \(m\) in \(M\) and a fixed orthonormal frame \(u\) at \(m\), the author proves that this flow has a unique decomposition \(\phi_t=\xi_t\psi_t\), where \(\xi_t\) is an isometry, \(\psi_t(m)=m\), and the differential of \(\psi_t\) satisfies \(D\psi_t(u)=us_t\) for an upper triangular matrix \(s_t\). This decomposition can be applied to the study of the Lyapunov exponents \((\lambda_i)\) of the flow; the component \(\psi_t\) preserves the directions of tangent vectors at \(m\) corresponding to the rates \(\lambda_i\).

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(11)

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• Nonlinear Iwasawa decomposition of control flows
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• Fundamental Decompositions and Multistationarity of Power-Law Kinetic Systems
• Geometric aspects of Young integral: decomposition of flows
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