Title of article :
Isotropic stochastic flow of homeomorphisms on associated with the critical Sobolev exponent
Author/Authors :
Luo، نويسنده , , Dejun، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Abstract :
We consider the critical Sobolev isotropic Brownian flow in R d ( d ≥ 2 ) . On the basis of the work of LeJan and Raimond [Y. LeJan, O. Raimond, Integration of Brownian vector fields, Ann. Probab. 30 (2002) 826–873], we prove that the corresponding flow is a flow of homeomorphisms. As an application, we construct an explicit solution, which is also unique in a certain space, to the stochastic transport equation when the associated Gaussian vector fields are divergence free.
Keywords :
Isotropic flow , stochastic differential equation , Non-Lipschitz condition , Stochastic transport equation , Limit theorem
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications