LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON Sd

被引:1
作者
Xu, Tiange [1 ]
Zhang, Tusheng [2 ,3 ]
机构
[1] Chinese Acad Sci, Grad Univ, Sch Math, Beijing 100049, Peoples R China
[2] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England
[3] Univ Oslo, CMA, N-0316 Oslo, Norway
关键词
Eigenvector fields; Large deviations; Sobolev Brownian flow; weak convergence; flow of homeomorphisms; DIFFEOMORPHISM GROUP; BROWNIAN-MOTION;
D O I
10.1142/S0219493710003042
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we obtain a large deviation principle for the flow of homeomorphisms of the stochastic differential equations on the sphere S-d associated with the critical Sobolev Brownian vector fields.
引用
收藏
页码:465 / 495
页数:31
相关论文
共 21 条
[1]   Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows [J].
Airault, H ;
Malliavin, P ;
Thalmaier, A .
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2004, 83 (08) :955-1018
[2]  
BRYC W, 1990, LARGE DEVIATIONS ASY
[3]  
Budhiraja A., 2000, Probab. Math. Stat, V20, P39
[4]  
Dembo A., 1998, LARGE DEVIATIONS TEC
[5]  
Dupuis P., 1997, A weak convergence approach to the theory of large deviations
[6]  
ELWORTHY KD, 1982, LECT NOTE SERIES, V70
[7]  
FANG S, 2003, PROBAB THEORY REL, V132, P356
[8]   Isotropic stochastic flow of homeomorphisms on Sd for the critical Sobolev exponent [J].
Fang, SZ ;
Zhang, TS .
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2006, 85 (04) :580-597
[9]   Canonical Brownian motion on the diffeomorphism group of the circle [J].
Fang, SZ .
JOURNAL OF FUNCTIONAL ANALYSIS, 2002, 196 (01) :162-179
[10]  
Freidlin M. I., 1970, RUSS MATH SURV, V25, P1