Abstract
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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1321-1334 |
| Number of pages | 14 |
| Journal | Transactions of the American Mathematical Society |
| Volume | 353 |
| Issue number | 4 |
| DOIs | |
| State | Published - 2001 |
Keywords
- Floquet
- Lyapunov exponent
- Pinsky-wihstutz
- Stochastic averaging
ASJC Scopus subject areas
- General Mathematics
- Applied Mathematics