DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX
2002 ◽
Vol 02
(01)
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pp. 93-107
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Keyword(s):
We provide geometrical conditions on the manifold for the existence of the Liao's factorization of stochastic flows [10]. If M is simply connected and has constant curvature, then this decomposition holds for any stochastic flow, conversely, if every flow on M has this decomposition, then M has constant curvature. Under certain conditions, it is possible to go further on the factorization: φt = ξt°Ψt° Θt, where ξt and Ψt have the same properties of Liao's decomposition and (ξt°Ψt) are affine transformations on M. We study the asymptotic behaviour of the isometric component ξt via rotation matrix, providing a Furstenberg–Khasminskii formula for this skew-symmetric matrix.
2015 ◽
Vol 12
(05)
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pp. 1550058
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1992 ◽
Vol 31
(1-4)
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pp. 57-70
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Keyword(s):
2013 ◽
Vol 15
(03)
◽
pp. 1350007
Keyword(s):
2013 ◽
pp. 1424-1424
2011 ◽
Keyword(s):
2007 ◽
Vol 10
(04)
◽
pp. 523-538
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