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

Authors :
Xicheng Zhang
Source :
Stochastic Processes and their Applications. 121(6):1373-1388
Publication Year :
2011
Publisher :
Elsevier BV, 2011.

Abstract

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

Details

ISSN :
03044149
Volume :
121
Issue :
6
Database :
OpenAIRE
Journal :
Stochastic Processes and their Applications
Accession number :
edsair.doi.dedup.....5298097e8d7d2aaa064a324243d4236c
Full Text :
https://doi.org/10.1016/j.spa.2011.03.001