Stochastic flows and Bismut formulas for stochastic Hamiltonian systems (Q2638354)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic flows and Bismut formulas for stochastic Hamiltonian systems |
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Stochastic flows and Bismut formulas for stochastic Hamiltonian systems (English)
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15 September 2010
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The global flow of stochastic differential equations is studied when the drift is non-global Lipschitz and has non-linear growth, together with several applications to Hamiltonian systems.
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stochastic flow of diffeomorphisms
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Bismut formula
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