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Limiting behaviors of the Brownian motions on hyperbolic spaces

H. Matsumoto (2010)

Colloquium Mathematicae

Using explicit representations of the Brownian motions on hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity can be easily obtained. We also give a straightforward strategy to obtain explicit expressions for the limit distributions or Poisson kernels.

On differential equations and inclusions with mean derivatives on a compact manifold

S.V. Azarina, Yu.E. Gliklikh (2007)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

We introduce and investigate a new sort of stochastic differential inclusions on manifolds, given in terms of mean derivatives of a stochastic process, introduced by Nelson for the needs of the so called stochastic mechanics. This class of stochastic inclusions is ideologically the closest one to ordinary differential inclusions. For inclusions with forward mean derivatives on manifolds we prove some results on the existence of solutions.

On recent progress for the stochastic Navier Stokes equations

Jonathan Mattingly (2003)

Journées équations aux dérivées partielles

We give an overview of the ideas central to some recent developments in the ergodic theory of the stochastically forced Navier Stokes equations and other dissipative stochastic partial differential equations. Since our desire is to make the core ideas clear, we will mostly work with a specific example : the stochastically forced Navier Stokes equations. To further clarify ideas, we will also examine in detail a toy problem. A few general theorems are given. Spatial regularity, ergodicity, exponential...

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