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Volumn 27, Issue 1, 1999, Pages 109-129

On the spatial asymptotic behavior of stochastic flows in euclidean space

Author keywords

GRR lemma; Modulus of continuity; Semimartingale; Spatial growth rate; Stochastic differential equation; Stochastic flow

Indexed keywords


EID: 0033243148     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1022677255     Document Type: Article
Times cited : (15)

References (11)
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    • Arnold, L.1    Imkeller, P.2
  • 2
    • 0009156322 scopus 로고    scopus 로고
    • On the integrability condition in the multiplicative ergodic theorem
    • ARNOLD, L. and IMKELLER, P. (1998). On the integrability condition in the multiplicative ergodic theorem. Stochastics Stochastics Rep. 64 195-210.
    • (1998) Stochastics Stochastics Rep. , vol.64 , pp. 195-210
    • Arnold, L.1    Imkeller, P.2
  • 3
    • 0038940556 scopus 로고
    • Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
    • BARLOW, M. and YOR, M. (1982). Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times. J. Funct. Anal. 49 198-229.
    • (1982) J. Funct. Anal. , vol.49 , pp. 198-229
    • Barlow, M.1    Yor, M.2
  • 4
    • 0001371199 scopus 로고
    • Occupation densities of Stratonovich stochastic differential equations with boundary conditions
    • IMKELLER, P. (1993). Occupation densities of Stratonovich stochastic differential equations with boundary conditions. Stochastics Stochastics Rep. 45 249-264.
    • (1993) Stochastics Stochastics Rep. , vol.45 , pp. 249-264
    • Imkeller, P.1
  • 7
    • 0009304630 scopus 로고
    • The Lyapunov spectrum and stable manifolds for stochastic linear delay equations
    • MOHAMMED, S. E. A. (1990). The Lyapunov spectrum and stable manifolds for stochastic linear delay equations. Stochastics Stochastics Rep. 29 89-131.
    • (1990) Stochastics Stochastics Rep. , vol.29 , pp. 89-131
    • Mohammed, S.E.A.1
  • 8
    • 0003238077 scopus 로고
    • Lyapunov exponents and stochastic flows of linear and affine hereditary systems
    • M. Pinsky and V. Wihstutz, eds. Birkhäuser, Boston
    • MOHAMMED, S. E. A. (1992). Lyapunov exponents and stochastic flows of linear and affine hereditary systems. In Diffusion Processes and Related Problems in Analysis 2 (M. Pinsky and V. Wihstutz, eds.) 141-169. Birkhäuser, Boston.
    • (1992) Diffusion Processes and Related Problems in Analysis , vol.2 , pp. 141-169
    • Mohammed, S.E.A.1
  • 9
    • 21844507454 scopus 로고    scopus 로고
    • Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales I: The multiplicative ergodic theory
    • MOHAMMED, S. E. A. and SCHEUTZOW, M. (1996). Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales I: the multiplicative ergodic theory. Ann. Inst. H. Poincaré 32 69-105.
    • (1996) Ann. Inst. H. Poincaré , vol.32 , pp. 69-105
    • Mohammed, S.E.A.1    Scheutzow, M.2
  • 10
    • 0032359438 scopus 로고    scopus 로고
    • Spatial estimates for stochastic flows in Euclidean space
    • MOHAMMED, S. E. A. and SCHEUTZOW, M. (1998). Spatial estimates for stochastic flows in Euclidean space. Ann. Probab. 26 30-55.
    • (1998) Ann. Probab. , vol.26 , pp. 30-55
    • Mohammed, S.E.A.1    Scheutzow, M.2
  • 11
    • 0002383320 scopus 로고
    • A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
    • OCONE, D. and PARDOUX, E. (1989). A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Ann. Inst. H. Poincaré 25 39-71.
    • (1989) Ann. Inst. H. Poincaré , vol.25 , pp. 39-71
    • Ocone, D.1    Pardoux, E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.