• English
  • Deutsch
  • Log In
    Password Login
    Research Outputs
    Fundings & Projects
    Researchers
    Institutes
    Statistics
Repository logo
Fraunhofer-Gesellschaft
  1. Home
  2. Fraunhofer-Gesellschaft
  3. Artikel
  4. Attractors and expansion for Brownian flows
 
  • Details
  • Full
Options
2011
Journal Article
Title

Attractors and expansion for Brownian flows

Abstract
We show that a stochastic flow which is generated by a stochastic differential equation on Rd with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain strictly positive constant outside a large ball. Using a similar approach, we provide a lower bound for the linear growth rate of the inner radius of the image of a large ball under a stochastic flow in case the drift component in the direction away from the origin is larger than a certain strictly positive constant outside a large ball. To prove the main result we use chaining techniques in order to control the growth of the diameter of subsets of the state space under the flow.
Author(s)
Dimitroff, G.
Scheutzow, M.
Journal
Electronic Journal of Probability  
Open Access
DOI
10.1214/EJP.v16-894
Additional link
Full text
Language
English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM  
  • Cookie settings
  • Imprint
  • Privacy policy
  • Api
  • Contact
© 2024