Solving stochastic differential equations on Homeo(S1)

被引：7

作者：

Fang, SZ ^{[1
]}

机构：

[1] Univ Bourgogne, IMB, F-21078 Dijon, France

来源：

JOURNAL OF FUNCTIONAL ANALYSIS | 2004年 / 216卷 / 01期

关键词：

canonical Brownian motion; Girsanov transform; flow of homeomorphisms; martingale problem;

D O I：

10.1016/j.jfa.2003.09.007

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The Brownian motion with respect to the metric H-3/2 on Diff(S-1) has been constructed. It is realized on the group of homeomorphisms Homeo(S-1). In this work, we shall resolve the stochastic differential equations on Homeo(S-1) for a given drift Z. (C) 2003 Elsevier Inc. All rights reserved.

引用

页码：22 / 46

页数：25

共 17 条

[1] Modulus of continuity of the canonic Brownian motion "on the group of diffeomorphisms of the circle" [J].