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

Access to Document

10.1016/j.jfa.2004.08.006

Cite this

@article{7f6ca1f469b147adb5da9174c6987ac1,

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",

month = jul,

day = "1",

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

language = "English",

volume = "224",

pages = "107--133",

journal = "Journal of Functional Analysis",

issn = "0022-1236",

publisher = "Academic Press Inc.",

number = "1",

}

TY - JOUR

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

AU - Ren, Jiangang

AU - Zhang, Xicheng

PY - 2005/7/1

Y1 - 2005/7/1

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

UR - https://www.scopus.com/pages/publications/18844384199

U2 - 10.1016/j.jfa.2004.08.006

DO - 10.1016/j.jfa.2004.08.006

M3 - Article

AN - SCOPUS:18844384199

SN - 0022-1236

VL - 224

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

Access to Document

Other files and links

Fingerprint

Cite this