On geometric properties of stochastic flows related to the Lyapunov spectrum |
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| Authors: | M Cranston |
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| Institution: | (1) Department of Mathematics, University of Rochester, Rochester, NY 14627, USA. e-mail: cran@math.rochester.edu, US |
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| Abstract: | We study the geometric properties of two stochastic flows on spheres in Euclidean space. The underlying one-point motion
in both cases is Brownian. Both flows arise from the action of a Lie group valued Brownian motion on a quotient. For both
flows the curvature of a curve moving under the flow is shown to be a diffusion, null recurrent in one case and transient
in the other.
Received: 30 April 1999 / Revised version: 4 October 1999 / Published online: 8 August 2000 |
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