AbstractWe consider the critical Sobolev isotropic Brownian flow in Rd(d≥2). On the basis of the work of LeJan and Raimond [Y. LeJan, O. Raimond, Integration of Brownian vector fields, Ann. Probab. 30 (2002) 826–873], we prove that the corresponding flow is a flow of homeomorphisms. As an application, we construct an explicit solution, which is also unique in a certain space, to the stochastic transport equation when the associated Gaussian vector fields are divergence free
AbstractIntrinsic stochastic calculus on manifolds for processes with jumps is used to prove global ...
AbstractWe study transport properties of isotropic Brownian flows. Under a transience condition for ...
We generalize the result of T. Komorowski and G. Papanicolaou published in [7]. We consider the solu...
AbstractIn this work, we shall deal with the critical Sobolev isotropic Brownian flows on the sphere...
In this work, we shall deal with the critical Sobolev isotropic Brownian flows on the sphere S^d. Ba...
AbstractWe consider the critical Sobolev isotropic Brownian flow in Rd(d≥2). On the basis of the wor...
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms R d ∋ x 7−...
AbstractWe consider the Itô stochastic differential equation dXt=∑j=1mAj(Xt)dwtj+A0(Xt)dt on Rd. The...
AbstractWe study a stochastic flow of C1-homeomorphisms of R. At certain stopping times, the spatial...
A stochastic flow of homeomorphisms of R previously studied by Bass and Burdzy [2] and Hu and Warren...
Isotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has been studie...
AbstractIn this article we study (possibly degenerate) stochastic differential equations (SDEs) with...
We study pathwise properties and homeomorphic property with respect to the initial values for stocha...
AbstractThe Brownian motion with respect to the metric H3/2 on Diff(S1) has been constructed. It is ...
AbstractIsotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has bee...
AbstractIntrinsic stochastic calculus on manifolds for processes with jumps is used to prove global ...
AbstractWe study transport properties of isotropic Brownian flows. Under a transience condition for ...
We generalize the result of T. Komorowski and G. Papanicolaou published in [7]. We consider the solu...
AbstractIn this work, we shall deal with the critical Sobolev isotropic Brownian flows on the sphere...
In this work, we shall deal with the critical Sobolev isotropic Brownian flows on the sphere S^d. Ba...
AbstractWe consider the critical Sobolev isotropic Brownian flow in Rd(d≥2). On the basis of the wor...
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms R d ∋ x 7−...
AbstractWe consider the Itô stochastic differential equation dXt=∑j=1mAj(Xt)dwtj+A0(Xt)dt on Rd. The...
AbstractWe study a stochastic flow of C1-homeomorphisms of R. At certain stopping times, the spatial...
A stochastic flow of homeomorphisms of R previously studied by Bass and Burdzy [2] and Hu and Warren...
Isotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has been studie...
AbstractIn this article we study (possibly degenerate) stochastic differential equations (SDEs) with...
We study pathwise properties and homeomorphic property with respect to the initial values for stocha...
AbstractThe Brownian motion with respect to the metric H3/2 on Diff(S1) has been constructed. It is ...
AbstractIsotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has bee...
AbstractIntrinsic stochastic calculus on manifolds for processes with jumps is used to prove global ...
AbstractWe study transport properties of isotropic Brownian flows. Under a transience condition for ...
We generalize the result of T. Komorowski and G. Papanicolaou published in [7]. We consider the solu...