The canonic diffusion above the diffeomorphism group of the circle

DOI10.1016/S0764-4442(00)88575-4zbMath1006.60073MaRDI QIDQ4700258

Paul Malliavin

Publication date: 13 March 2003

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

heat equationLie algebradiffeomorphism group of the circleradonificationcanonic diffusionGel'fand-Fuks cocycle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Groups of diffeomorphisms and homeomorphisms as manifolds (58D05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (61)

Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications ⋮ Flows, coalescence and noise. ⋮ Invariants of projective actions and their application to recognition of fingerprints ⋮ Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows ⋮ Solving stochastic differential equations on \(\text{Homeo}(S^1\)) ⋮ On Malliavin measures, SLE, and CFT ⋮ Navier-Stokes equation and diffusions on the group of homeomorphisms of the torus ⋮ Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients ⋮ Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients ⋮ Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients ⋮ Riemannian geometry of \(\text{Diff}(S^{1})/S^{1}\) ⋮ A stochastic variational approach to the viscous Camassa-Holm and Leray-alpha equations ⋮ Möbius invariants in image recognition ⋮ SLE loop measures ⋮ The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients ⋮ Modulus of continuity of controlled Loewner-Kufarev equations and random matrices ⋮ Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric ⋮ Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic ⋮ A Brownian motion on the diffeomorphism group of the circle ⋮ The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients ⋮ Logarithmic heat kernel estimates without curvature restrictions ⋮ The SLE loop via conformal welding of quantum disks ⋮ Pathwise uniqueness of multi-dimensional stochastic differential equations with Hölder diffusion coefficients ⋮ On a type of stochastic differential equations driven by countably many Brownian motions ⋮ HEAT KERNEL MEASURE ON LOOP AND PATH GROUPS ⋮ Stochastic flows for SDEs with non-Lipschitz coefficient. ⋮ A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion ⋮ Regularity of solutions to differential equations with non-Lipschitz coefficients ⋮ Large deviations for stochastic differential equations on \(S^d\) associated with the critical Sobolev Brownian vector fields ⋮ KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE ⋮ Controlled Loewner-Kufarev equation embedded into the universal Grassmannian ⋮ NATURAL "FLOW" NOT IN LE JAN–RAIMOND FRAMEWORK ⋮ On one-dimensional dynamics in intermediary regularity ⋮ SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP ⋮ Strong solutions to stochastic wave equations with values in Riemannian manifolds ⋮ One dimensional stochastic differential equations with distributional drifts ⋮ Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs ⋮ Möbius transformations and extended diffusion above the homeomorphisms of the disk ⋮ A unified treatment for ODEs under Osgood and Sobolev type conditions ⋮ Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients ⋮ The conformally invariant measure on self-avoiding loops ⋮ Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent ⋮ Schilder theorem for the Brownian motion on the diffeomorphism group of the circle ⋮ Stochastic flows of SDEs with irregular coefficients and stochastic transport equations ⋮ Entropic measure and Wasserstein diffusion ⋮ Stochastic differential equations with coefficients in Sobolev spaces ⋮ Exponential ergodicity of non-Lipschitz stochastic differential equations ⋮ Hyperbolic measures, moments and coefficients. Algebra on hyperbolic functions ⋮ LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON S^d ⋮ Stochastic Lagrangian flows on the group of volume-preserving homeomorphisms of the spheres ⋮ A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients ⋮ Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps ⋮ Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient ⋮ Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures ⋮ NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS ⋮ A study of a class of stochastic differential equations with non-Lipschitzian coefficients ⋮ Support of Virasoro unitarizing measures. ⋮ Canonical Brownian motion on the diffeomorphism group of the circle ⋮ Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle ⋮ Unitarizing probability measures for representations of Virasoro algebra ⋮ Weak convergence of the localized disturbance flow to the coalescing Brownian flow

This page was built for publication: The canonic diffusion above the diffeomorphism group of the circle