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 which have an invariant probability measure absolutely continuous to the Lebesgue measure on . Finally we will show that a broad class of stochastic flows on of a Kunita type satisfies Pesin's formula.
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