Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155980 | Stochastic Processes and their Applications | 2011 | 16 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Xicheng Zhang,