On the Tangent Flow of a Stochastic Differential Equation with Fast Drift
نویسنده
چکیده
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.
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تاریخ انتشار 2001