arXiv (math.PR)
2026-06-11 12:00
DOI:
arXiv:2606.12143
Continuous stochastic flows driven by white noise and their duals
Authors:
Abstract
arXiv:2606.12143v1 Announce Type: new
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.