On the tangent flow of a stochastic differential equation with fast drift

We investigate the behavior of the tangent flow of a stochastic differential equation with a fast drift. The state space of the stochastic differential equation is the two-dimensional cylinder. The fast drift has closed orbits, and we assume that the orbit times vary nontrivially with the axial coor...

Full description

Saved in:
Bibliographic Details
Published in:Transactions of the American Mathematical Society 2001-04, Vol.353 (4), p.1321-1334
Main Author: Sowers, Richard B.
Format: Article
Language:English
Subjects:
Calculus
Coordinate systems
Differential equations
Differential operators
Mathematics
Sine function
Tangents
Vector fields
Citations: Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We investigate the behavior of the tangent flow of a stochastic differential equation with a fast drift. The state space of the stochastic differential equation is the two-dimensional cylinder. The fast drift has closed orbits, and we assume that the orbit times vary nontrivially with the axial coordinate. Under a nondegeneracy assumption, we find the rate of growth of the tangent flow. The calculations involve a transformation introduced by Pinsky and Wihstutz.
ISSN:0002-9947
1088-6850
DOI:10.1090/S0002-9947-00-02773-2