Stochastic flows and Bismut formulas for stochastic Hamiltonian systems

We first consider the stochastic differential equations (SDE) without global Lipschitz conditions, and give sufficient conditions for the SDEs to be strictly conservative. In particular, a criteria for stochastic flows of diffeomorphisms defined by SDEs with non-global Lipschitz coefficients is obtained. We also use Zvonkin's transformation to derive a stochastic flow of C¹-diffeomorphisms for non-degenerate SDEs with Hlder continuous drifts. Next, we prove a Bismut type formula for certain degenerate SDEs. Lastly, we apply our results to stochastic Hamiltonian systems, which in particular covers the following stochastic nonlinear oscillator equation z̈_t = c₀0ż_t - z_t ³ + Θ(zt)ẇ_t,(z₀,z ₀)=(z,u)∈ ℝ², where c₀ ∈ ℝ,Θ ∈ C∞(ℝ) has a bounded first order derivative, and wt is a one dimensional Brownian white noise.