The Annals of Probability · 2004 · 44 citations · 17 references
Sample Path PropertiesEngineeringFinite-dimensional Brownian MotionEntropyStochastic FlowStochastic ProcessesStochastic CalculusStochastic Dynamical SystemStochastic AnalysisProbability TheoryBrownian MotionStochastic GeometryStochastic PhenomenonCentral Limit Theorem
We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and the central limit theorem. The proof uses new estimates of the mixing rates of the multi-point motion.
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Flows of stochastic dynamical systems: ergodic theory
Andrew Carverhill · Stochastics · 1985 · 147 citations
Deterministic Dynamical System, Engineering, Geometric Flow +13
Russ E. Davis · Annual Review of Fluid Mechanics · 1991 · 140 citations
Entropy formula for random transformations
F. Ledrappier, Lai-Sang Young · Probability Theory and Related Fields · 1988 · 119 citations · Full text