Schilder theorem for the Brownian motion on the diffeomorphism group of the circle

DOI10.1016/J.JFA.2004.08.006zbMATH Open1080.60024OpenAlexW2036619023MaRDI QIDQ557040FDOQ557040

Authors: Jiagang Ren, Xicheng Zhang 

Publication date: 23 June 2005

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

Full work available at URL: https://doi.org/10.1016/j.jfa.2004.08.006

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zbMATH Keywords

large deviationsstochastic flowsnon-Lipschitz coefficientsgroup of homeomorphisms

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Cited In (28)

• Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications
• Canonical Brownian motion on the diffeomorphism group of the circle
• Large deviation principle for stochastic heat equation with memory
• Large deviations for infinite-dimensional stochastic systems with jumps
• Freidlin-Wentzell's large deviations for stochastic evolution equations
• Large deviations for infinite dimensional stochastic dynamical systems
• Large deviations for stochastic evolution equations with small multiplicative noise
• Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients
• Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Large deviation principles for SDEs under locally weak monotonicity conditions
• Large deviation properties of weakly interacting processes via weak convergence methods
• Large deviations for stochastic flows of diffeomorphisms
• Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
• Euler schemes and large deviations for stochastic Volterra equations with singular kernels
• Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows
• Large deviation principle for McKean-Vlasov SDEs with non-Lipschitz coefficients
• A Brownian motion on the diffeomorphism group of the circle
• Variational representations for continuous time processes
• Clark-Ocone formula and variational representation for Poisson functionals
• A large deviations principle for stochastic flows of viscous fluids
• Large deviations for stochastic differential equations on \(S^d\) associated with the critical Sobolev Brownian vector fields
• A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
• Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
• LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON S^d
• Large deviations for stochastic fractional integrodifferential equations
• Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
• Diffeomorphisms of the circle and Brownian motions on an infinite-dimensional symplectic group

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