Attractors and expansion for Brownian flows

DOI10.1214/EJP.V16-894zbMATH Open1221.37109arXiv0909.3768MaRDI QIDQ638432FDOQ638432

Authors: Georgi Dimitroff, Michael Scheutzow 

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We show that a stochastic flow which is generated by a stochastic differential equation on $R^d$ with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain strictly positive constant $$ outside a large ball. Using a similar approach, we provide a lower bound for the linear growth rate of the inner radius of the image of a large ball under a stochastic flow in case the drift component in the direction away from the origin is larger than a certain strictly positive constant $$ outside a large ball. To prove the main result we use chaining techniques in order to control the growth of the diameter of subsets of the state space under the flow.

Full work available at URL: https://arxiv.org/abs/0909.3768

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Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

Cited In (13)

• Weak synchronization for isotropic flows
• On the approaching time towards the attractor of differential equations perturbed by small noise
• Hitting probabilities of a Brownian flow with radial drift
• Expansion and attraction of RDS: long time behavior of the solution to singular SDE
• Stationary points in coalescing stochastic flows on \(\mathbb{R}\)
• Synchronization and averaging principle of stationary solutions for stochastic differential equations
• A random dynamical systems perspective on isochronicity for stochastic oscillations
• Noise dependent synchronization of a degenerate SDE
• Conditioned Lyapunov exponents for random dynamical systems
• Synchronization by noise
• Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems
• Random dynamical systems, rough paths and rough flows
• Convergence rate of synchronization of systems with additive noise

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