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Stochastic flows and rough differential equations on foliated spaces.

Authors :
Inahama, Yuzuru
Suzaki, Kiyotaka
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