Exponential growth rate for derivatives of stochastic flows

DOI10.1142/S0219493711003322zbMATH Open1235.60073arXiv1103.2979OpenAlexW2097868680MaRDI QIDQ3173986FDOQ3173986

Michael Scheutzow, Holger M. Van Bargen, Simon Wasserroth

Publication date: 11 October 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: We show that for a large class of stochastic flows the spatial derivative grows at most exponentially fast even if one takes the supremum over a bounded set of initial points. We derive explicit bounds on the growth rates that depend on the local characteristics of the flow and the box dimension of the set.

Full work available at URL: https://arxiv.org/abs/1103.2979

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zbMATH Keywords

stochastic differential equationsstochastic flowsexponential growthspatial derivatives

Mathematics Subject Classification ID

Random fields (60G60) Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Sample path properties (60G17)

Cites Work

• Title not available (Why is that?)
• Smooth ergodic theory of random dynamical systems
• Isotropic stochastic flows
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• A limit shape theorem for periodic stochastic dispersion
• Linear expansion of isotropic Brownian flows
• Asymptotic growth of spatial derivatives of isotropic flows
• LINEAR BOUNDS AND GAUSSIAN TAILS IN A STOCHASTIC DISPERSION MODEL

Cited In (2)

• Title not available (Why is that?)
• Growth rate of a stochastic growth process driven by an exponential Ornstein–Uhlenbeck process

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