Abstract
Let M be a connected, smooth, compact manifold of dimension N, and consider the following Stratonovich stochastic differential equation on M
Here X 0, X 1,...X d are smooth vector fields on M and {W k t : t ≥ 0}, 1 ≤ k ≤ d, are independent real valued Brownian motions on some probability space (Ώ, F, ℙ). For each x ∈ M (1.1) has a (unique) strong solution which is a diffusion on M with generator
Keywords
- Vector Field
- Lyapunov Exponent
- Stochastic Differential Equation
- Unbounded Component
- Strong Markov Property
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Baxendale, P.H. (1991). Statistical Equilibrium and Two-Point Motion for a Stochastic Flow of Diffeomorphisms. In: Alexander, K.S., Watkins, J.C. (eds) Spatial Stochastic Processes. Progress in Probability, vol 19. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0451-0_9
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DOI: https://doi.org/10.1007/978-1-4612-0451-0_9
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