Flow of diffeomorphisms induced by a geometric multiplicative functional |
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| Authors: | Terry Lyons Zhongmin Qian |
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| Affiliation: | (1) Department of Mathematics, Huxley Building, Imperial College of Science, Technology and Medicine, 180 Queen's Gate, London SW7 2BZ, UK e-mail: t.lyons@ic.ac.uk; z.qian@ic.ac.uk, GB |
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| Abstract: | In this paper it is shown that the unique multiplicative functional solution to a differential equation driven by a geometric multiplicative functional consitutes a flow of local diffeomorphisms. In the case where the driving geometric multiplicative functional is generated by a Brownian motion, the result in particular presents an answer to an open problem proposed in Ikeda and Watanabe [4]. Received: 6 May 1996 / Revised version: 20 March 1998 |
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| Keywords: | Mathematics Subject Classification(1991): Primary 60D05 58D25 |
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