Levy processes in semisimple Lie groups and stability of stochastic flows

被引：3

作者：

Liao, M ^{[1
]}

机构：

[1] Auburn Univ, Dept Math, Auburn, AL 36849 USA

来源：

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY | 1998年 / 350卷 / 02期

关键词：

Levy processes; semisimple Lie groups; stochastic flows;

D O I：

10.1090/S0002-9947-98-01730-9

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study the asymptotic stability of stochastic flows;In compact spaces induced by Levy processes in semisimple Lie groups. It is shown that the Lyapunov exponents can be determined naturally in terms of root structure of the Lie group and there is an open subset whose complement has a positive codimension such that,after a random rotation, each of its connected components is shrunk to a single moving point exponentially under the flow.

引用

页码：501 / 522

页数：22

共 12 条

[1]

APPLEBAUM D, 1993, J MATH KYOTO U, V33, P1105

[2] ASYMPTOTIC-BEHAVIOR OF STOCHASTIC FLOWS OF DIFFEOMORPHISMS - 2 CASE-STUDIES [J].