Solving stochastic differential equations on Homeo(S1)

被引：7
|
作者：
Fang, SZ [1 ]
机构：
[1] Univ Bourgogne, IMB, F-21078 Dijon, France
来源：
JOURNAL OF FUNCTIONAL ANALYSIS | 2004年 / 216卷 / 01期
关键词：
canonical Brownian motion; Girsanov transform; flow of homeomorphisms; martingale problem;
D O I：
10.1016/j.jfa.2003.09.007
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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. (C) 2003 Elsevier Inc. All rights reserved.
引用
收藏
页码：22 / 46
页数：25
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