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

Jiangang Ren; Xicheng Zhang

doi:10.1016/j.jfa.2004.08.006

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

Jiangang Ren^*, Xicheng Zhang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

32 Citations (Scopus)

Abstract

We prove a large deviation principle for flows associated to stochastic differential equations with non-Lipschitz coefficients. As an application we establish a Schilder Theorem for the Brownian motion on the group of diffeomorphisms of the circle.

Original language	English
Pages (from-to)	107-133
Number of pages	27
Journal	Journal of Functional Analysis
Volume	224
Issue number	1
DOIs	https://doi.org/10.1016/j.jfa.2004.08.006
Publication status	Published - 1 Jul 2005
Externally published	Yes

Keywords

Brownian motion
Homeomorphism
Large deviation
Non-Lipschitz
Stochastic flow

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10.1016/j.jfa.2004.08.006

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title = "Schilder theorem for the Brownian motion on the diffeomorphism group of the circle",

abstract = "We prove a large deviation principle for flows associated to stochastic differential equations with non-Lipschitz coefficients. As an application we establish a Schilder Theorem for the Brownian motion on the group of diffeomorphisms of the circle.",

keywords = "Brownian motion, Homeomorphism, Large deviation, Non-Lipschitz, Stochastic flow",

author = "Jiangang Ren and Xicheng Zhang",

year = "2005",

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doi = "10.1016/j.jfa.2004.08.006",

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T1 - Schilder theorem for the Brownian motion on the diffeomorphism group of the circle

AU - Ren, Jiangang

AU - Zhang, Xicheng

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N2 - We prove a large deviation principle for flows associated to stochastic differential equations with non-Lipschitz coefficients. As an application we establish a Schilder Theorem for the Brownian motion on the group of diffeomorphisms of the circle.

AB - We prove a large deviation principle for flows associated to stochastic differential equations with non-Lipschitz coefficients. As an application we establish a Schilder Theorem for the Brownian motion on the group of diffeomorphisms of the circle.

KW - Brownian motion

KW - Homeomorphism

KW - Large deviation

KW - Non-Lipschitz

KW - Stochastic flow

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DO - 10.1016/j.jfa.2004.08.006

M3 - Article

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SP - 107

EP - 133

JO - Journal of Functional Analysis

JF - Journal of Functional Analysis

IS - 1

ER -

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

Abstract

Keywords

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