Stochastic flows on the circle

MaRDI QIDQ5290446zbMATH OpenFDO

Authors Yves Le Jan, Olivier Raimond

Publication date 28 April 2006

zbMATH Keywords

flows of diffeomorphismsflows with stationary and independent incrementsLipschitz conditionnon-Lipschitz situationweak solutions under non-Lipschitz condition

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)

Recommendations

• Stochastic flows for SDEs with non-Lipschitz coefficient.
• scientific article; zbMATH DE number 4096532
• Three examples of Brownian flows on \(\mathbb{R}\)
• scientific article; zbMATH DE number 4036838
• Integration of Brownian vector fields.

Cited in

(9)

• A classification of the flows solutions of a SDE
• Sticky flows on the circle and their noises
• Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori
• Tanaka's equation on the circle and stochastic flows
• scientific article; zbMATH DE number 4096532 (Why is no real title available?)
• Three examples of Brownian flows on \(\mathbb{R}\)
• Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces
• Möbius transformations and extended diffusion above the homeomorphisms of the disk
• Dispersion and collapse in stochastic velocity fields on a cylinder

This page was built for publication: Stochastic flows on the circle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5290446)