Sample path properties of the stochastic flows.
From MaRDI portal
Publication:1879844
DOI10.1214/AOP/1078415827zbMATH Open1056.60031arXivmath/0111011OpenAlexW2005402688MaRDI QIDQ1879844FDOQ1879844
Authors: D. Dolgopyat, Leonid Koralov, Vadim Kaloshin 
Publication date: 15 September 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Abstract: We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and the central limit theorem. The proof uses new estimates of the mixing rates of the multipoint motion.
Full work available at URL: https://arxiv.org/abs/math/0111011
Recommendations
- Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh
- Stochastic flows and measure-valued processes
- scientific article; zbMATH DE number 19400
- Spatial estimates for stochastic flows in Euclidean space
- scientific article; zbMATH DE number 3978005
Large deviations (60F10) Central limit and other weak theorems (60F05) Ergodicity, mixing, rates of mixing (37A25) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Sample path properties (60G17) Turbulent transport, mixing (76F25)
Cites Work
- Correlation theory of stationary and related random functions. Volume I: Basic results
- Title not available (Why is that?)
- Markov chains and stochastic stability
- On the nature of turbulence
- Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
- Title not available (Why is that?)
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Isotropic stochastic flows
- Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms
- Hausdorff dimension in stochastic dispersion
- A limit shape theorem for periodic stochastic dispersion
- Title not available (Why is that?)
- Entropy formula for random transformations
- On isotropic brownian motions
- Flows of stochastic dynamical systems: ergodic theory
- Dimension formula for random transformations
- Title not available (Why is that?)
- Large deviations and stochastic flows of diffeomorphisms
- Chasing balls through martingale fields
- Title not available (Why is that?)
- Brownian motions on the homeomorphisms of the plane
- Dispersion of particle systems in Brownian flows
- Linear bounds for stochastic dispersion.
- Linear expansion of isotropic Brownian flows
- A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem
- Title not available (Why is that?)
- Dispersion rates under finite mode Kolmogorov flows
- Title not available (Why is that?)
- LINEAR BOUNDS AND GAUSSIAN TAILS IN A STOCHASTIC DISPERSION MODEL
Cited In (36)
- Ergodicity with respect to the spatial variable of discrete-time stochastic flows
- Rough homogenisation with fractional dynamics
- Homogenization theory: periodic and beyond. Abstracts from the workshop held March 14--20, 2021 (online meeting)
- Brownian flow on a finite interval with jump boundary conditions
- From additive to transport noise in 2D fluid dynamics
- Limiting points of stochastic flows
- Sample paths of \(\alpha\)-chaos
- On the singularN-Point Motion of A Brownian Flow: Asymptotic Flatness and Invariant Measure
- Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations
- Statistical properties for compositions of standard maps with increasing coefficient
- On the stochastic flow generated by the one default model in one-dimensional case
- Title not available (Why is that?)
- Relative dispersion in 2D stochastic flows
- Title not available (Why is that?)
- Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
- Almost-sure enhanced dissipation and uniform-in-diffusivity exponential mixing for advection-diffusion by stochastic Navier-Stokes
- Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources
- Exponential growth rate for derivatives of stochastic flows
- Universal mixers in all dimensions
- A central limit theorem for isotropic flows
- Dispersion of volume under the action of isotropic Brownian flows
- Exponential mixing for random dynamical systems and an example of Pierrehumbert
- Sample path properties of ergodic self-similar processes
- Title not available (Why is that?)
- A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations
- Entropy of stochastic flows
- Title not available (Why is that?)
- Large deviations for nonlocal stochastic neural fields
- Title not available (Why is that?)
- Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation
- Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh
- Almost sure rates of mixing for partially hyperbolic attractors
- Nonautonomous attractors and Young measures
- Limit theorems for partially hyperbolic systems
- Sample path properties of Volterra processes
- Stabilization by noise for a class of stochastic reaction-diffusion equations
This page was built for publication: Sample path properties of the stochastic flows.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1879844)
