Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
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Cites work
- scientific article; zbMATH DE number 3883346 (Why is no real title available?)
- scientific article; zbMATH DE number 43057 (Why is no real title available?)
- scientific article; zbMATH DE number 1014073 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
- A study of a class of stochastic differential equations with non-Lipschitzian coefficients
- A variational representation for certain functionals of Brownian motion
- A variational representation for positive functionals of infinite dimensional Brownian motion
- Flow decomposition and large deviations
- Large deviations for small noise diffusions with discontinuous statistics
- Large deviations for stochastic flows and their applications
- Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle
- ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
- On a type of stochastic differential equations driven by countably many Brownian motions
- On the strong comparison theorems for solutions of stochastic differential equations
- On the uniqueness of solutions of stochastic differential equations
- Some Asymptotic Formulas for Wiener Integrals
- Stochastic flows for SDEs with non-Lipschitz coefficient.
- The canonic diffusion above the diffeomorphism group of the circle
Cited in
(28)- Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications
- Large deviation principle for stochastic heat equation with memory
- Canonical Brownian motion on the diffeomorphism group of the circle
- 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
- Large deviation properties of weakly interacting processes via weak convergence methods
- Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
- Large deviation principles for SDEs under locally weak monotonicity conditions
- 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
- Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
- A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
- Large deviations for stochastic fractional integrodifferential equations
- LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON Sd
- 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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