Schilder theorem for the Brownian motion on the diffeomorphism group of the circle (Q557040): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(7 intermediate revisions by 7 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jfa.2004.08.006 / rank
Normal rank
 
Property / review text
 
A general class of flows in \(\mathbb{R}^d\) is considered, corresponding to stochastic differential equations (SDE) having (possibly) non-Lipschitz coefficients and driven by infinitely many Brownian motions. First, the authors use the weak convergence approach to large deviations in order to establish a Freidlin-Wentzell theorem for such flows. A Schilder theorem for Brownian motion on the group of homeomorphisms of the circle is then proved, using the fact that such Brownian motion may be presented as the solution to an SDE of the type considered earlier. This involves some extra work, however, since the space of homeomorphisms of \(S^1\) is equipped with its natural topology, which is stronger than the topology associated with uniform convergence of continuous functions.
Property / review text: A general class of flows in \(\mathbb{R}^d\) is considered, corresponding to stochastic differential equations (SDE) having (possibly) non-Lipschitz coefficients and driven by infinitely many Brownian motions. First, the authors use the weak convergence approach to large deviations in order to establish a Freidlin-Wentzell theorem for such flows. A Schilder theorem for Brownian motion on the group of homeomorphisms of the circle is then proved, using the fact that such Brownian motion may be presented as the solution to an SDE of the type considered earlier. This involves some extra work, however, since the space of homeomorphisms of \(S^1\) is equipped with its natural topology, which is stronger than the topology associated with uniform convergence of continuous functions. / rank
 
Normal rank
Property / reviewed by
 
Property / reviewed by: Michel Sortais / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60F10 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H10 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 34F05 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 2182102 / rank
 
Normal rank
Property / zbMATH Keywords
 
stochastic flows
Property / zbMATH Keywords: stochastic flows / rank
 
Normal rank
Property / zbMATH Keywords
 
large deviations
Property / zbMATH Keywords: large deviations / rank
 
Normal rank
Property / zbMATH Keywords
 
non-Lipschitz coefficients
Property / zbMATH Keywords: non-Lipschitz coefficients / rank
 
Normal rank
Property / zbMATH Keywords
 
group of homeomorphisms
Property / zbMATH Keywords: group of homeomorphisms / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jfa.2004.08.006 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2036619023 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle'' / rank
 
Normal rank
Property / cites work
 
Property / cites work: Flow decomposition and large deviations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalization of a lemma of bellman and its application to uniqueness problems of differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A variational representation for certain functionals of Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for small noise diffusions with discontinuous statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2772038 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a type of stochastic differential equations driven by countably many Brownian motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4388221 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A study of a class of stochastic differential equations with non-Lipschitzian coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for stochastic flows and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992729 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3217380 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4337939 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The canonic diffusion above the diffeomorphism group of the circle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic flows for SDEs with non-Lipschitz coefficient. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Asymptotic Formulas for Wiener Integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the strong comparison theorems for solutions of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the uniqueness of solutions of stochastic differential equations / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JFA.2004.08.006 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 21:27, 9 December 2024

scientific article
Language Label Description Also known as
English
Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
scientific article

    Statements

    Schilder theorem for the Brownian motion on the diffeomorphism group of the circle (English)
    0 references
    0 references
    0 references
    23 June 2005
    0 references
    A general class of flows in \(\mathbb{R}^d\) is considered, corresponding to stochastic differential equations (SDE) having (possibly) non-Lipschitz coefficients and driven by infinitely many Brownian motions. First, the authors use the weak convergence approach to large deviations in order to establish a Freidlin-Wentzell theorem for such flows. A Schilder theorem for Brownian motion on the group of homeomorphisms of the circle is then proved, using the fact that such Brownian motion may be presented as the solution to an SDE of the type considered earlier. This involves some extra work, however, since the space of homeomorphisms of \(S^1\) is equipped with its natural topology, which is stronger than the topology associated with uniform convergence of continuous functions.
    0 references
    stochastic flows
    0 references
    large deviations
    0 references
    non-Lipschitz coefficients
    0 references
    group of homeomorphisms
    0 references

    Identifiers