Sample path properties of the stochastic flows.
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Ergodicity, mixing, rates of mixing (37A25) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Central limit and other weak theorems (60F05) Large deviations (60F10) Sample path properties (60G17) Turbulent transport, mixing (76F25)
Abstract: We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and the central limit theorem. The proof uses new estimates of the mixing rates of the multipoint motion.
Recommendations
- Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh
- Stochastic flows and measure-valued processes
- scientific article; zbMATH DE number 19400
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