Article ID Journal Published Year Pages File Type
1155980 Stochastic Processes and their Applications 2011 16 Pages PDF
Abstract

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

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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