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Stochastic flows and rough differential equations on foliated spaces.
- Source :
-
Bulletin des Sciences Mathematiques . May2020, Vol. 160, pN.PAG-N.PAG. 1p. - Publication Year :
- 2020
-
Abstract
- Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this paper we construct stochastic flows associated with the SDEs by using rough path theory, which is something like a "deterministic version" of Itô's SDE theory. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00074497
- Volume :
- 160
- Database :
- Academic Search Index
- Journal :
- Bulletin des Sciences Mathematiques
- Publication Type :
- Academic Journal
- Accession number :
- 142769530
- Full Text :
- https://doi.org/10.1016/j.bulsci.2020.102852