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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Published inJournal of functional analysis Vol. 216; no. 1; pp. 22 - 46
Main Author Fang, Shizan
Format Journal Article
LanguageEnglish
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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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.
AbstractList 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.
Author Fang, Shizan
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Cites_doi 10.1016/S0022-1236(02)00011-3
10.1007/978-3-642-15074-6
10.1007/BF01198791
10.1016/S0764-4442(00)88575-4
10.1016/0393-0440(88)90029-0
10.1103/PhysRevLett.58.535
10.1007/978-1-4757-0295-8
10.1016/j.crma.2003.10.008
10.1006/jfan.2002.3922
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Keywords Girsanov transform
Flow of homeomorphisms
Canonical Brownian motion
Martingale problem
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Snippet 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...
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SubjectTerms Canonical Brownian motion
Flow of homeomorphisms
Girsanov transform
Martingale problem
Title Solving stochastic differential equations on Homeo( S1)
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