Title of article :
Quasi-invariant stochastic flows of SDEs with non-smooth drifts on compact manifolds
Author/Authors :
Zhang، نويسنده , , Xicheng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
In this article we prove that stochastic differential equation (SDE) with Sobolev drift on a compact Riemannian manifold admits a unique ν -almost everywhere stochastic invertible flow, where ν is the Riemannian measure, which is quasi-invariant with respect to ν . In particular, we extend the well-known DiPerna-Lions flows of ODEs to SDEs on a Riemannian manifold.
Keywords :
DiPerna-Lions flow , Sobolev drift , Hardy-Littlewood maximal function , Stochastic flow , Riemannian manifold
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications