Liapounov exponents of stochastic flows
Liao, Ming
Ann. Probab., Tome 25 (1997) no. 4, p. 1241-1256 / Harvested from Project Euclid
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We obtain a formula for Liapounov exponents of stochastic flows generated by stochastic differential equations on compact manifolds. As an application, the exponents of a class of stochastic flows on spheres are determined explicitly.
Publié le : 1997-07-14
Classification:  Liapounov exponents,  stochastic flows,  58G32,  60H10 
@article{1024404512,
     author = {Liao, Ming},
     title = {Liapounov exponents of stochastic flows},
     journal = {Ann. Probab.},
     volume = {25},
     number = {4},
     year = {1997},
     pages = { 1241-1256},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1024404512}
}

Liao, Ming. Liapounov exponents of stochastic flows. Ann. Probab., Tome 25 (1997) no. 4, pp.  1241-1256. http://gdmltest.u-ga.fr/item/1024404512/