Sample path properties of the stochastic flows
概率论
2007-05-23 v2 动力系统
摘要
We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and the central limit theorem. The proof uses new estimates of the mixing rates of the multipoint motion.
引用
@article{arxiv.math/0111011,
title = {Sample path properties of the stochastic flows},
author = {Dmitry Dolgopyat and Vadim Kaloshin and Leonid Koralov},
journal= {arXiv preprint arXiv:math/0111011},
year = {2007}
}
备注
37 pages