Search results for "Canonical Brownian motion"

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Solving stochastic differential equations on Homeo(S1)

2004

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 .

Geometric Brownian motionPure mathematicsMathematics::Dynamical SystemsGroup (mathematics)Mathematical analysisMathematics::Geometric TopologyStochastic differential equationDiffusion processMetric (mathematics)Novikov's conditionGirsanov transformFlow of homeomorphismsCanonical Brownian motionMartingale problemBrownian motionAnalysisMathematicsJournal of Functional Analysis
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