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Exposants de Lyapunov pour les mouvements browniens isotropes (Lyapunov exponents for isotropic Brownian motions). (French) Zbl 0578.60052

Summary: The study of isotropic Brownian motions on Gl(d) allows us to specify the asymptotic behaviour of Brownian flows associated with homogeneous isotropic Gaussian vector fields on \({\mathbb{R}}^ d\). Our main result is the determination of Lyapunov exponents for the corresponding flows.

MSC:

60G60 Random fields
60J65 Brownian motion
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