6533b854fe1ef96bd12ae8ff

RESEARCH PRODUCT

Isotropic stochastic flow of homeomorphisms on Rd associated with the critical Sobolev exponent

Dejun LuoDejun Luo

subject

Statistics and ProbabilityBasis (linear algebra)Stochastic processApplied MathematicsMathematical analysisSpace (mathematics)Sobolev spaceStochastic differential equationMathematics::ProbabilityFlow (mathematics)Modeling and SimulationVector fieldBrownian motionMathematics

description

Abstract We consider the critical Sobolev isotropic Brownian flow in R d ( d ≥ 2 ) . On the basis of the work of LeJan and Raimond [Y. LeJan, O. Raimond, Integration of Brownian vector fields, Ann. Probab. 30 (2002) 826–873], we prove that the corresponding flow is a flow of homeomorphisms. As an application, we construct an explicit solution, which is also unique in a certain space, to the stochastic transport equation when the associated Gaussian vector fields are divergence free.

https://doi.org/10.1016/j.spa.2007.10.001