Title of article :
Solving stochastic differential equations on Homeo(S1)
Author/Authors :
Shizan Fang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
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
Journal title :
Journal of Functional Analysis
