Exponential growth rate for derivatives of stochastic flows

Holger van Bargen; Michael Scheutzow; Simon Wasserroth

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arXiv · 1103.2979

Exponential growth rate for derivatives of stochastic flows

Holger van Bargen·Michael Scheutzow·Simon Wasserroth

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Abstract

We show that for a large class of stochastic flows the spatial derivative grows at most exponentially fast even if one takes the supremum over a bounded set of initial points. We derive explicit bounds on the growth rates that depend on the local characteristics of the flow and the box dimension of the set.

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Holger van Bargen, Michael Scheutzow, Simon Wasserroth. 2011-03-15. Exponential growth rate for derivatives of stochastic flows. https://arxiv.org/abs/1103.2979

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