Diffusion Processes and Related Problems in Analysis, Volume 2 |
Contents
Stability and equilibrium properties of stochastic flows | 3 |
Stochastic flows on Riemannian manifolds | 32 |
Isotropic stochastic flows | 75 |
Copyright | |
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Other editions - View all
Diffusion Processes and Related Problems in Analysis, Volume 2 Mark A. Pinsky No preview available - 1990 |
Diffusion Processes and Related Problems in Analysis: Stochastic Flows ... Mark A. Pinsky No preview available - 1992 |
Common terms and phrases
A₁ affine affine transformations Arnold assume assumption Baxendale Borel Boxler Brownian motion Carverhill chain control sets Colonius Colonius and Kliemann compact condition conv converges corresponding Crauel D₁ defined denotes diffeomorphisms differential operator diffusion process distribution dynamical systems ergodic theorem exists finite flow of diffeomorphisms function given implies independent integral invariant measures Itô Kunita Lecture Notes Lemma Lévy process Lyapunov exponents M₂ manifold Markov measures Markov process martingale Math matrix Mohammed multiplicative ergodic natural G-lift P-almost point motion probability measure proof Proposition random measure real noise result Riemannian Riemannian symmetric space rotation number satisfies Scheutzow semigroup semimartingale smooth solution Springer stationary stochastic differential equation stochastic flow Stochastic Processes stochastic systems Suppose symmetric space theory topology trajectory unique V₁ vector fields white noise Wiener process Wihstutz zero