Flow of diffeomorphisms induced by a geometric multiplicative functional

DOI10.1007/s004400050184zbMath0918.60009MaRDI QIDQ1271264

Terence J. Lyons, Zhongmin Qian

Publication date: 2 August 1999

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050184

zbMATH Keywords

Brownian motion; diffeomorphisms; multiplicative functional; stochastic flow of diffeomorphisms; differential equation driven by a geometric multiplicative functional; flow of local diffeomorphisms

Mathematics Subject Classification ID

60D05: Geometric probability and stochastic geometry

58D25: Equations in function spaces; evolution equations

Related Items

The Lévy area process for the free Brownian motion, Rough differential equations with unbounded drift term, A (rough) pathwise approach to a class of non-linear stochastic partial differential equations, Malliavin calculus and rough paths, Convergence rates for the full Brownian rough paths with applications to limit theorems for stochastic flows, Densities for rough differential equations under Hörmander's condition, Flow equations on spaces of rough paths, Sensitivity of rough differential equations: an approach through the omega lemma, Lévy area of Wiener processes in Banach spaces, Random dynamical systems, rough paths and rough flows, Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters $H{\in} (1/3,1/2$], Global Solutions to Rough Differential Equations with Unbounded Vector Fields, Non-degeneracy of Wiener functionals arising from rough differential equations, Yet another introduction to rough paths