Attractors and Expansion for Brownian Flows
Probability
2009-09-22 v1
Abstract
We show that a stochastic flow which is generated by a stochastic differential equation on with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain strictly positive constant outside a large ball. Using a similar approach, we provide a lower bound for the linear growth rate of the inner radius of the image of a large ball under a stochastic flow in case the drift component in the direction away from the origin is larger than a certain strictly positive constant outside a large ball. To prove the main result we use chaining techniques in order to control the growth of the diameter of subsets of the state space under the flow.
Keywords
Cite
@article{arxiv.0909.3768,
title = {Attractors and Expansion for Brownian Flows},
author = {Georgi Dimitroff and Michael Scheutzow},
journal= {arXiv preprint arXiv:0909.3768},
year = {2009}
}