首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Large deviations and stochastic flows of diffeomorphisms
Authors:P H Baxendale  D W Stroock
Institution:(1) Department of Mathematics, DRB 306, University of Southern California, 90089-1113 Los Angeles, CA, USA;(2) Massachusetts Institute of Technology, 02139 Cambridge, MA, USA
Abstract:Summary Previous results in the theory of large deviations for additive functionals of a diffusion process on a compact manifold M are extended and then applied to the analysis of the Lyapunov exponents of a stochastic flow of diffeomorphisms of M. An approximation argument relates these results to the behavior near the diagonal Δ in M 2 of the associated two point motion. Finally it is shown, under appropriate non-degeneracy conditions, that the two-point motion is ergodic on M 2-Δ if the top Lyapunov exponent is positive. At the period when this research was initiated, both authors where guests of the I.M.A. in Minneapolis. The first author was at Aberdeen University, Scotland when this article was prepared. Throughout the period of this research, the second author has been partially supported by N.S.F. grant DMS-8611487 and ARO grant DAAL03-86-K-171
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号