English

Pesin's Formula for Random Dynamical Systems on $R^d$

Probability 2014-03-12 v1 Dynamical Systems

Abstract

Pesin's formula relates the entropy of a dynamical system with its positive Lyapunov exponents. It is well known, that this formula holds true for random dynamical systems on a compact Riemannian manifold with invariant probability measure which is absolutely continuous with respect to the Lebesgue measure. We will show that this formula remains true for random dynamical systems on RdR^d which have an invariant probability measure absolutely continuous to the Lebesgue measure on RdR^d. Finally we will show that a broad class of stochastic flows on RdR^d of a Kunita type satisfies Pesin's formula.

Keywords

Cite

@article{arxiv.1201.1191,
  title  = {Pesin's Formula for Random Dynamical Systems on $R^d$},
  author = {Moritz Biskamp},
  journal= {arXiv preprint arXiv:1201.1191},
  year   = {2014}
}

Comments

35 pages

R2 v1 2026-06-21T20:00:47.201Z