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

页码：697 / 709

页数：13

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