Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle

DOI10.1016/S0022-1236(02)00011-3zbMATH Open1023.60051OpenAlexW1996447039MaRDI QIDQ1865331FDOQ1865331

Hélène Airault, Jiagang Ren

Publication date: 26 March 2003

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-1236(02)00011-3

zbMATH Keywords

Brownian motiondiffeomorphisms of the circleHölder continuity

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of functional analysis in quantum physics (46N50) Groups of diffeomorphisms and homeomorphisms as manifolds (58D05) Diffusion processes and stochastic analysis on manifolds (58J65) Infinite-dimensional Lie groups and their Lie algebras: general properties (22E65) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20)

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Cited In (50)

• Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications
• Canonical Brownian motion on the diffeomorphism group of the circle
• NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
• Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
• Title not available (Why is that?)
• Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures
• Exponential ergodicity of non-Lipschitz stochastic differential equations
• Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane
• Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric
• Möbius transformations and extended diffusion above the homeomorphisms of the disk
• KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE
• Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor
• Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori
• On the stochastic flow generated by the one default model in one-dimensional case
• Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients
• Support of Virasoro unitarizing measures.
• Hyperbolic measures, moments and coefficients. Algebra on hyperbolic functions
• On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• Riemannian geometry of \(\text{Diff}(S^{1})/S^{1}\)
• Regularity of solutions to differential equations with non-Lipschitz coefficients
• HEAT KERNEL MEASURE ON LOOP AND PATH GROUPS
• Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients
• On a type of stochastic differential equations driven by countably many Brownian motions
• Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients
• Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs
• SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
• Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
• Riemannian connections and curvatures on the universal Teichmüller space
• Stochastic Lagrangian flows on the group of volume-preserving homeomorphisms of the spheres
• Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows
• Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic
• Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry
• Title not available (Why is that?)
• Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
• One dimensional stochastic differential equations with distributional drifts
• Existence and uniqueness of solutions for a class of semilinear parabolic PDEs with non-Lipschitz coefficients
• Entropic measure and Wasserstein diffusion
• Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
• Stochastic flows of SDEs with irregular coefficients and stochastic transport equations
• Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients
• Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation
• Large deviations for stochastic differential equations on \(S^d\) associated with the critical Sobolev Brownian vector fields
• Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients
• Flows, coalescence and noise.
• An isometric embedding of the g(t)-Brownian motion with application in stability and homotopy group
• Solving stochastic differential equations on \(\text{Homeo}(S^1\))
• Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
• The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients
• Stochastic flows for SDEs with non-Lipschitz coefficient.
• One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients

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