Lyapunov exponents for stochastic differential equations with infinite memory and application to stochastic Navier-Stokes equations

被引：1
|
作者：
Bakhtin, Yuri [1 ]
机构：
[1] Duke Univ, Dept Math, Durham, NC 27708 USA
来源：
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2006年 / 6卷 / 04期
关键词：
stochastic delay equation; linear cocycle; Lyapunov exponents; multiplicative ergodic theorem; Navier-Stokes system;
D O I：
10.3934/dcdsb.2006.6.697
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We prove an Oseledets-type theorem for differential equations with a right-hand side that depends on the history of the solution via a random linear operator. This result is applied then to a linear system with memory obtained from the linearized Stochastic Navier-Stokes system on the 2D torus.
引用
收藏
页码：697 / 709
页数：13
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