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Reversible stochastic flows associated with nonlinear SPDEs

Authors :
Daniela Ijacu
Marinela Marinescu
Source :
Nonlinear Analysis: Theory, Methods & Applications. 94:185-193
Publication Year :
2014
Publisher :
Elsevier BV, 2014.

Abstract

In this paper we study the reversibility of a stochastic flow based on its integral representation when the diffusion vector field commutes with drift vector fields. This allows us to write the complete solution of stochastic characteristic system as a composition of the deterministic flows generated by the drift and diffusion vector fields combined with the Wiener process acting in the equation. This explicit integral representation of the solution implied reversibility of the complete solution taking into account the reversibility of each deterministic flow in the finite composition. The unique solution satisfies a nonlinear SPDE.

Details

ISSN :
0362546X
Volume :
94
Database :
OpenAIRE
Journal :
Nonlinear Analysis: Theory, Methods & Applications
Accession number :
edsair.doi...........a31d2cf911b3423d234ed8d2eb8857ef