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Probability Theory and Related Fields

, Volume 80, Issue 2, pp 169–215 | Cite as

Large deviations and stochastic flows of diffeomorphisms

  • P. H. Baxendale
  • D. W. Stroock
Article

Summary

Previous results in the theory of large deviations for additive functionals of a diffusion process on a compact manifold M are extended and then applied to the analysis of the Lyapunov exponents of a stochastic flow of diffeomorphisms of M. An approximation argument relates these results to the behavior near the diagonal Δ in M2 of the associated two point motion. Finally it is shown, under appropriate non-degeneracy conditions, that the two-point motion is ergodic on M2-Δ if the top Lyapunov exponent is positive.

Keywords

Manifold Stochastic Process Probability Theory Diffusion Process Lyapunov Exponent 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1988

Authors and Affiliations

  • P. H. Baxendale
    • 1
  • D. W. Stroock
    • 2
  1. 1.Department of Mathematics, DRB 306University of Southern CaliforniaLos AngelesUSA
  2. 2.Massachusetts Institute of TechnologyCambridgeUSA

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