Sample path properties of the stochastic flows
Abstract
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 multipoint motion.
 Publication:

arXiv Mathematics eprints
 Pub Date:
 November 2001
 DOI:
 10.48550/arXiv.math/0111011
 arXiv:
 arXiv:math/0111011
 Bibcode:
 2001math.....11011D
 Keywords:

 Probability;
 Dynamical Systems
 EPrint:
 37 pages