Title of article
Solving stochastic differential equations on Homeo(S1)
Author/Authors
Shizan Fang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
25
From page
22
To page
46
Abstract
The Brownian motion with respect to the metric H3/2 on Diff(S1) has been constructed. It is realized on the group of homeomorphisms Homeo(S1). In this work, we shall resolve the stochastic differential equations on Homeo(S1) for a given drift Z.
Keywords
Canonical Brownian motion , Girsanov transform , Flow of homeomorphisms , Martingaleproblem
Journal title
Journal of Functional Analysis
Serial Year
2004
Journal title
Journal of Functional Analysis
Record number
761869
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