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Attractors and Expansion for Brownian Flows

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Attractors and Expansion for Brownian Flows
2.	Creator	Author's name, affiliation, country	Georgi Dimitroff; Fraunhofer ITWM; Germany
2.	Creator	Author's name, affiliation, country	Michael Scheutzow; Technische Universität Berlin; Germany
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Stochastic flow; stochastic differential equation; attractor; chaining
3.	Subject	Subject classification	37H10; 60G90; 60H10
4.	Description	Abstract	We show that a stochastic flow which is generated by a stochastic differential equation on $\mathbb{R}^d$ 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 $\beta$ 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 $\beta$ 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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2011-07-03
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/894
10.	Identifier	Digital Object Identifier	10.1214/EJP.v16-894
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 16
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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