Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle
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Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle''
Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle''
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
(57)- Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications
- Canonical Brownian motion on the diffeomorphism group of the circle
- One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients
- NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
- Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
- Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures
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- Exponential ergodicity of non-Lipschitz stochastic differential equations
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- Riemannian geometry of \(\text{Diff}(S^{1})/S^{1}\)
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- The Itô SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients
- 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
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- SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
- Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
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- A Brownian motion on the diffeomorphism group of the circle
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- 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
- Stochastic flows of SDEs with irregular coefficients and stochastic transport equations
- Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
- Approximations of Euler-Peano scheme for reflected stochastic differential equations with non-Lipschitz coefficients
- Stability and averaging principle for distribution dependent SDEs driven by G-Brownian motion
- Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients
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