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Lyapunov exponents for a stochastic analogue of the geodesic flow

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

New invariants for a Riemannian manifold are defined as Lyapunov exponents of a stochastic analogue of the geodesic flow. A lower bound is given reminiscent of corresponding results for the geodesic flow, and an upper bound is given for surfaces of positive curvature. For surfaces of constant negative curvature a direct method via the Doob h-transform is used to determine the full Lyapunov structure relating the stable manifolds to the horocycles. © 1986 American Mathematical Society.
Original languageEnglish
Pages (from-to)85-105
JournalTransactions of the American Mathematical Society
Volume295
Issue number1
DOIs
Publication statusPublished - May 1986
Externally publishedYes

Research Keywords

  • Brownian motion
  • Geodesic flow
  • Horocycles
  • Hyperbolic space
  • Lyapunov exponents
  • Riemannian manifolds
  • Stochastic differential equations

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