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| HAL : hal-00687873, version 1 |
| Fiche détaillée |  Récupérer au format |
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| Anal. Math. Phys. 1 (2011), no. 2-3, 213-240, (2011) 213-240 |
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| Möbius transformations and extended diffusion above the homeomorphisms of the disk. Anal. Math. Phys. 1 (2011), no. 2-3, 213-240, |
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| Helene Airault 1 |
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| (18/11/2011) |
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| We construct an extension inside and outside the unit disk for the stochastic differential equation (Sde) defning the canonic Brownian motion above the homeomorphisms of the circle. We prove that the same extended Sde is valid inside and outside the unit disk. For this extended Sde, we discuss the behaviour of the solutions. This gives explicit examples of stochastic flows of homeorphisms from inside (resp. outside) the unit disk to inside (resp. outside) the unit disk. |
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| 1 : | Laboratoire Amiénois de Mathématique Fondamentale et Appliquée (LAMFA) |
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CNRS : UMR6140 – Université de Picardie Jules Verne |
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| Domaine | : | Mathématiques/Mathématiques générales |
| hal-00687873, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00687873 | |
| oai:hal.archives-ouvertes.fr:hal-00687873 | |
| Contributeur : Helene Airault | |
| Soumis le : Dimanche 15 Avril 2012, 21:04:16 | |
| Dernière modification le : Dimanche 15 Avril 2012, 21:04:16 | |
