Flows of stochastic dynamical systems: ergodic theory
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- Multilinear Algebra
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Cited in
(55)- Furstenberg's theorem for nonlinear stochastic systems
- Asymptotic behaviour of stochastic flows of diffeomorphisms: Two case studies
- A multiplicative ergodic theorem for random transformations
- Stochastic flows on a countable set: Convergence in distribution
- Large deviations and stochastic flows of diffeomorphisms
- Entropy formula for random transformations
- Lyapunov exponents of stochastic dynamical systems
- Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms
- Small random perturbations of dynamical systems: Exponential loss of memory of the initial condition
- Dimension formula for random transformations
- A stochastic version of center manifold theory
- Invariant manifolds for products of random diffeomorphisms
- Lyapunov exponents of stochastic flows
- The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem.
- The stable manifold theorem for stochastic differential equations
- Extremal exponents of random dynamical systems do not vanish
- Sample path properties of the stochastic flows.
- A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds
- Ergodic theorems for dynamic imprecise probability kinematics
- Lagrangian chaos and scalar advection in stochastic fluid mechanics
- Synchronization by noise
- Limiting points of stochastic flows
- Ergodicity and mixing T-induced flows
- Linearization and local stability of random dynamical systems
- Necessary and sufficient conditions for stable synchronization in random dynamical systems
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- On isotropic brownian motions
- A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems
- Lyapunov Exponents for a Stochastic Analogue of the Geodesic Flow
- Ergodic Properties of Linear Dynamical Systems
- The Morse spectrum of linear flows on vector bundles
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- Stochastic flows on the boundaries of lie groups
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- Lyapunov exponents of linear stochastic functional differential equations with infinite memory
- Lévy processes in semisimple Lie groups and stability of stochastic flows
- On the integrability condition in the multiplicative ergodic theorem for stochastic differential equations
- DYNAMICAL PROPERTIES OF LÉVY PROCESSES IN LIE GROUPS
- STOCHASTIC VERSIONS OF HARTMAN–GROBMAN THEOREMS
- Ergodic properties of markov processes driven by a set of vector fields
- A limit shape theorem for periodic stochastic dispersion
- Analysis of non‐linear dynamical circuits and systems under the influence of thermal noise
- Characterizing Gaussian flows arising from Itô's stochastic differential equations
- Classical and stochastic Löwner-Kufarev equations
- Ruelle's inequality for the entropy of diffusion processes
- Path-Based Divergence Rates and Lagrangian Uncertainty in Stochastic Flows
- The lyapunov spectrum and stable manifolds for stochastic linear delay equations
- The lyapunov spectrum and stable manifolds for stochastic linear delay equations
- Lévy flows and associated stochastic PDEs
- Lyapunov exponents and synchronisation by noise for systems of SPDEs
- Exponential scalar mixing for the 2D Navier-Stokes equations with degenerate stochastic forcing
- Löwner evolution driven by a stochastic boundary point
- Intermittent two-point dynamics at the transition to chaos for random circle endomorphisms
- Stochasticity in dynamical systems and the curvature of the associated Riemannian manifold
- Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation
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