DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX

DOI10.1142/S0219493702000327MaRDI QIDQ4546196zbMATH OpenOpenAlexFDO

Authors Paulo Ruffino

Publication date 19 August 2002

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

Full work available at URL https://doi.org/10.1142/s0219493702000327

zbMATH Keywords

stochastic differential equationsgroup of affine transformationsdecomposition of flows

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cites work

• A multiplicative ergodic theorem for rotation numbers
• Lyapunov exponents of stochastic flows
• Rotation Numbers For Stochastic Dynamical Systems
• Rotation numbers for linear stochastic differential equations

Cited in

(10)

• Topology of foliations and decomposition of stochastic flows of diffeomorphisms
• An averaging principle for diffusions in foliated spaces
• Asymptotic angular stability in non-linear systems: rotation numbers and winding numbers
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• Decomposition of stochastic flows generated by Stratonovich SDEs with jumps
• Decomposition of stochastic flows and Lyapunov exponents
• Decomposition of stochastic flows with automorphism of subbundles component
• Nonlinear Iwasawa decomposition of control flows
• Relative rotation number for stochastic systems: dynamical and topological applications
• Decomposition of stochastic flows in manifolds with complementary distributions

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