Quasi-invariant stochastic flows of SDEs with non-smooth drifts on compact manifolds

DOI10.1016/J.SPA.2011.03.001MaRDI QIDQ544524zbMATH OpenOpenAlexFDO

Authors Xicheng Zhang

Publication date 15 June 2011

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1007.1486

zbMATH Keywords

DiPerna-Lions flowHardy-Littlewood maximal functionRiemannian manifoldSobolev driftstochastic flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: In this article we prove that stochastic differential equation (SDE) with Sobolev drift on compact Riemannian manifold admits a unique $u$-almost everywhere stochastic invertible flow, where $u$ is the Riemannian measure, which is quasi-invariant with respect to $u$. In particular, we extend the well known DiPerna-Lions flows of ODEs to SDEs on Riemannian manifold.

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Cited in

(8)

• Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient
• Stochastic flows and rough differential equations on foliated spaces
• Stochastic Lagrangian flows on the group of volume-preserving homeomorphisms of the spheres
• scientific article; zbMATH DE number 503145 (Why is no real title available?)
• The Itô SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients
• Quasi-invariant flow generated by Stratonovich SDE with BV drift coefficient
• Constantin and Iyer's representation formula for the Navier-Stokes equations on manifolds
• Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift

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