Solving stochastic differential equations on Homeo(S1)

6533b839fe1ef96bd12a5b8f

RESEARCH PRODUCT

Solving stochastic differential equations on Homeo(S1)

subject

Geometric Brownian motion Pure mathematics Mathematics::Dynamical Systems Group (mathematics)Mathematical analysis Mathematics::Geometric Topology Stochastic differential equation Diffusion process Metric (mathematics)Novikov's condition Girsanov transform Flow of homeomorphisms Canonical Brownian motion Martingale problem Brownian motion Analysis Mathematics

description

Abstract 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 .

year	journal	country	edition	language
2004-11-01	Journal of Functional Analysis

10.1016/j.jfa.2003.09.007 http://dx.doi.org/10.1016/j.jfa.2003.09.007

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