Liapounov exponents of stochastic flows

Ming Liao

doi:10.1214/aop/1024404512

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Home > Journals > Ann. Probab. > Volume 25 > Issue 3 > Article

July 1997 Liapounov exponents of stochastic flows

Ming Liao

Ann. Probab. 25(3): 1241-1256 (July 1997). DOI: 10.1214/aop/1024404512

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Abstract

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.