Lévy processes in semisimple Lie groups and stability of stochastic flows

Liao, Ming

doi:10.1090/S0002-9947-98-01730-9

Lévy processes in semisimple Lie groups and stability of stochastic flows
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by Ming Liao

Trans. Amer. Math. Soc. 350 (1998), 501-522

DOI: https://doi.org/10.1090/S0002-9947-98-01730-9

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Abstract:

We study the asymptotic stability of stochastic flows on compact spaces induced by Levy processes in semisimple Lie groups. It is shown that the Lyapunov exponents can be determined naturally in terms of root structure of the Lie group and there is an open subset whose complement has a positive codimension such that, after a random rotation, each of its connected components is shrunk to a single moving point exponentially under the flow.

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