2 papers
math.PR2006
On the Lyapunov Exponent of a Multidimensional Stochastic Flow
M. Baldini
Let be a reversible and positive recurrent diffusion in described by \begin{equation}\nonumber X_t=x+σb(t)+\int_0^tm(X_s)\dif s, \end{equation} where the diffusion coef…
math.PR2004
On the invariant measure of a positive recurrent diffusion in R
Michele L. Baldini
Given an one-dimensional positive recurrent diffusion governed by the Stratonovich SDE \[ X_t=x+\int_0^tσ(X_s)\strat db(s)+\int_0^t m(X_s) ds, \] we show that the associated stocha…