Flows of stochastic dynamical systems: ergodic theory

DOI10.1080/17442508508833343zbMATH Open0536.58019OpenAlexW2092644172MaRDI QIDQ3321141FDOQ3321141

Authors: Andrew Carverhill 

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833343

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zbMATH Keywords

Lyapunov spectrumnonlinear stochastic system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Ergodic theory (37A99)

Cites Work

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• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
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• On backward stochastic differential equations
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• Multilinear Algebra
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• Flows of stochastic dynamical systems: The functional analytic approach
• Asymptotic behaviors of dynamical systems with random parameters

Cited In (52)

• Ergodic theorems for dynamic imprecise probability kinematics
• Characterizing Gaussian flows arising from Itô's stochastic differential equations
• Lyapunov exponents of stochastic dynamical systems
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations
• Dimension formula for random transformations
• Limiting points of stochastic flows
• Ergodicity and mixing \(T\)-induced flows
• Furstenberg's theorem for nonlinear stochastic systems
• On the integrability condition in the multiplicative ergodic theorem for stochastic differential equations
• Löwner evolution driven by a stochastic boundary point
• Extremal exponents of random dynamical systems do not vanish
• On isotropic brownian motions
• Lagrangian chaos and scalar advection in stochastic fluid mechanics
• Large deviations and stochastic flows of diffeomorphisms
• Classical and Stochastic Löwner–Kufarev Equations
• Path-Based Divergence Rates and Lagrangian Uncertainty in Stochastic Flows
• Lyapunov exponents and synchronisation by noise for systems of SPDEs
• A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds
• Stochastic flows on the boundaries of lie groups
• Sample path properties of the stochastic flows.
• Analysis of non‐linear dynamical circuits and systems under the influence of thermal noise
• The stable manifold theorem for stochastic differential equations
• A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems
• Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms
• Stochasticity in dynamical systems and the curvature of the associated Riemannian manifold
• Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation
• STOCHASTIC VERSIONS OF HARTMAN–GROBMAN THEOREMS
• Lyapunov Exponents for a Stochastic Analogue of the Geodesic Flow
• Lyapunov exponents of linear stochastic functional differential equations with infinite memory
• Necessary and sufficient conditions for stable synchronization in random dynamical systems
• Lévy processes in semisimple Lie groups and stability of stochastic flows
• DYNAMICAL PROPERTIES OF LÉVY PROCESSES IN LIE GROUPS
• A limit shape theorem for periodic stochastic dispersion
• Ergodic properties of markov processes driven by a set of vector fields
• Entropy formula for random transformations
• Synchronization by noise
• Ergodic Properties of Linear Dynamical Systems
• The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem.
• Small random perturbations of dynamical systems: Exponential loss of memory of the initial condition
• Title not available (Why is that?)
• Invariant manifolds for products of random diffeomorphisms
• Lyapunov exponents of stochastic flows
• The Morse spectrum of linear flows on vector bundles
• Lévy flows and associated stochastic PDEs
• Title not available (Why is that?)
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations
• Asymptotic behaviour of stochastic flows of diffeomorphisms: Two case studies
• A multiplicative ergodic theorem for random transformations
• Linearization and local stability of random dynamical systems
• Stochastic flows on a countable set: Convergence in distribution
• Ruelle's inequality for the entropy of diffusion processes
• A stochastic version of center manifold theory

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