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On geometric properties of stochastic flows related to the Lyapunov spectrum

Abstract

We study the geometric properties of two stochastic flows on spheres in Euclidean space. The underlying one-point motion in both cases is Brownian. Both flows arise from the action of a Lie group valued Brownian motion on a quotient. For both flows the curvature of a curve moving under the flow is shown to be a diffusion, null recurrent in one case and transient in the other.

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Correspondence to M. Cranston.

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Supported by a grant from NSA.

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Cranston, M. On geometric properties of stochastic flows related to the Lyapunov spectrum. Probab Theory Relat Fields 118, 1–16 (2000). https://doi.org/10.1007/s004400000067

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  • DOI: https://doi.org/10.1007/s004400000067