Solving stochastic differential equations on Homeo( S1)

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.

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Bibliographic Details
Published in	Journal of functional analysis Vol. 216; no. 1; pp. 22 - 46
Main Author	Fang, Shizan
Format	Journal Article
Language	English
Published	Elsevier Inc 01.11.2004
Subjects	Canonical Brownian motion Flow of homeomorphisms Girsanov transform Martingale problem Girsanov transform Flow of homeomorphisms Canonical Brownian motion Martingale problem
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Summary:	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.
ISSN:	0022-1236 1096-0783
DOI:	10.1016/j.jfa.2003.09.007