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Continuous stochastic flows driven by white noise and their duals
Abstract
We study a class of continuous stochastic flows driven by a space-time white noise and characterize their dual flows by explicit stochastic differential equations. A key ingredient of the proof is the convergence of solutions under coefficient approximations. As an application, we derive the dual flows in two illustrative examples, the squared Bessel flow and the Jacobi flow. We also introduce a new model of polynomially self-repelling (PSR) flow and show that it enjoys a self-duality property.
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BibTeX
@misc{yu2026continuous,
title = {{Continuous stochastic flows driven by white noise and their duals}},
author = {Yaolin Yu},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2606.12143},
eprint = {2606.12143},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2606.12143},
}
RIS
TY - UNPB
TI - Continuous stochastic flows driven by white noise and their duals
AU - Yaolin Yu
PY - 2026
DA - 2026/10/29
PB - arXiv
DO - 10.48550/arxiv.2606.12143
UR - https://arxiv.org/abs/2606.12143
AB - We study a class of continuous stochastic flows driven by a space-time white noise and characterize their dual flows by explicit stochastic differential equations. A key ingredient of the proof is the convergence of solutions under coefficient approximations. As an application, we derive the dual flows in two illustrative examples, the squared Bessel flow and the Jacobi flow. We also introduce a new model of polynomially self-repelling (PSR) flow and show that it enjoys a self-duality property.
ER -