Abstract
The integrability of uniform norms for higher derivatives of stochastic flows proved in this note implies existence of non-random stable manifolds, a Pesin type entropy formula and Hölder continuity of certain invariant subbundles for C 2-stochastic flows.
Keywords
- Stochastic Differential Equation
- Stable Manifold
- Uniform Norm
- Stochastic Flow
- Finite Partition
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.
Supported by Binational USA-Israel Science Foundation.
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References
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© 1988 Springer-Verlag
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Kifer, Y. (1988). A note on integrability of C r-norms of stochastic flows and applications. In: Truman, A., Davies, I.M. (eds) Stochastic Mechanics and Stochastic Processes. Lecture Notes in Mathematics, vol 1325. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077921
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DOI: https://doi.org/10.1007/BFb0077921
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-50015-5
Online ISBN: 978-3-540-45887-6
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