Rotation numbers for linear stochastic differential equations

DOI10.1214/AOP/1022677256zbMATH Open0944.60065OpenAlexW2037468477MaRDI QIDQ1807202FDOQ1807202

Authors: Ludwig Arnold, P. Imkeller 

Publication date: 9 November 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022677256

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zbMATH Keywords

Malliavin calculuscocyclemultiplicative ergodic theoremrandom dynamical systemstochastic flowStratonovich stochastic differential equationFurstenberg-Khasminskij formula

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Characteristic and Lyapunov exponents of ordinary differential equations (34D08)

Cites Work

• Title not available (Why is that?)
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• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
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• Order-preserving random dynamical systems: equilibria, attractors, applications
• A multiplicative ergodic theorem for rotation numbers
• Perfect cocycles through stochastic differential equations
• The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations
• Furstenberg-khasminskii formulas for lyapunov exponents via anticipative calculus
• Rotation Numbers For Stochastic Dynamical Systems

Cited In (6)

• An averaging principle for diffusions in foliated spaces
• Rotation Numbers For Stochastic Dynamical Systems
• Title not available (Why is that?)
• Matrix of rotation for stochastic dynamical systems
• Relative rotation number for stochastic systems: dynamical and topological applications
• DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX

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