Exponential growth rate for derivatives of stochastic flows
classification
🧮 math.PR
keywords
flowsgrowthstochasticboundedboundscharacteristicsclassdepend
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We show that for a large class of stochastic flows the spatial derivative grows at most exponentially fast even if one takes the supremum over a bounded set of initial points. We derive explicit bounds on the growth rates that depend on the local characteristics of the flow and the box dimension of the set.
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