Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 2410.02382

Continuity of Lyapunov exponents for stochastic differential equations

Zhenxin Liu·Lixin Zhang
View original source ↗Read source document ↗Export metadata ↓

Abstract

For non-autonomous linear stochastic differential equations (SDEs), we establish that the top Lyapunov exponent is continuous if the coefficients "almost" uniformly converge. For autonomous SDEs, assuming the existence of invariant measures and the convergence of coefficients and their derivatives in pointwise sense, we get the continuity of all Lyapunov exponents. Furthermore, we demonstrate that for autonomous SDEs with strict monotonicity condition, all Lyapunov exponents are Lipschitz continuous with respect to the coefficients under the $L^{p,p}$ norm ($p>2$). Similarly, the H\"older continuity of Lyapunov exponents holds under weaker regularity conditions. It seems that the continuity of Lyapunov exponents has not been studied for SDEs so far, in spite that there are many results in this direction for discrete-time dynamical systems.

Explore related subjects

math.DSmath.PR

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Zhenxin Liu, Lixin Zhang. 2024-10-03. Continuity of Lyapunov exponents for stochastic differential equations. https://arxiv.org/abs/2410.02382

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Admissible Fourier Lengths, KAM Reducibility, and Spectral Applications

We develop a perturbative KAM reducibility theory for one-frequency $\mathrm{SL}(2,\mathbb{R})$ cocycles based on an admissible Fourier length $\ell$. The regularity relevant to the iteration is measured by positive adapted Fourier width rather than ordinary smoothness in the Euclidean length $|n|$. The same length governs Fourier decay, truncation and resonance scales, and the arithmetic condition controlling the small divisors. This framework contains the classical analytic and Gevrey settings, while non-monotone choices of $\ell$ allow classical nowhere differentiable Weierstrass-type perturbations and continuous perturbations outside every positive H\"older class. As spectral applications, we obtain purely absolutely continuous spectrum for every phase and $1/2$-H\"older continuity of the integrated density of states for the associated quasiperiodic Schr\"odinger operators. The Aubry dual has pure point spectrum for Lebesgue almost every dual phase, with eigenfunctions exponentially localized in the metric induced by $\ell$. We also construct nowhere differentiable quasiperiodic potentials with purely absolutely continuous Cantor spectrum.

math.DS↗
arXiv2026

Dynamics inside the attracting basins of some skew products

Polynomial skew products in $\mathbb{C}^2$ are maps of the form $F(z,w)=(P(z),Q(z,w))$, where $P$ and $Q$ are polynomials. Their local dynamics have been widely investigated. In this paper, we study the global dynamics inside Fatou components of some skew products. We consider all the inverse images in a Fatou component of a given point and use the Kobayashi metric to measure the distance between points. In the cases we consider, there are always arbitrarily large Kobayashi balls in the complement of these inverse sets.

math.DS↗
arXiv2026

Ergodicity of dynamical systems without uniqueness of orbits

Recently, there has been considerable interest in the study of non-deterministic dynamical systems. To analyze the chaotic behavior of such systems from a measure-theoretic viewpoint, it is desirable to consider ergodicity. However, the classical definition of ergodicity involves invariant sets, whose definition is not unique for non-deterministic dynamical systems. Thus, we are led to the question of which invariance yields an interesting definition of ergodicity. Here, we propose a definition based on the strong backward invariance and show that analogs of classical results hold. We also consider implications of the Birkhoff ergodic theorem for systems without uniqueness of orbits.

math.DS↗