A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations
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Publication:2073769
DOI10.1007/s00222-021-01069-7zbMath1490.37073arXiv2007.15827OpenAlexW3199620090WikidataQ115388472 ScholiaQ115388472MaRDI QIDQ2073769
Sam Punshon-Smith, Alex Blumenthal, Jacob Bedrossian
Publication date: 8 February 2022
Published in: Inventiones Mathematicae (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.15827
stochastic differential equationsLyapunov exponentFisher information-like functionalhypoelliptic regularity theory
Smoothness and regularity of solutions to PDEs (35B65) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Measures of information, entropy (94A17) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Hypoelliptic equations (35H10)
Related Items (6)
Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations ⋮ Convex computation of maximal Lyapunov exponents ⋮ Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems ⋮ Positive Lyapunov exponent in the Hopf normal form with additive noise ⋮ Bifurcation Theory for SPDEs: Finite-time Lyapunov Exponents and Amplitude Equations ⋮ Anomalous dissipation in passive scalar transport
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