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Stochastic flows and rough differential equations on foliated spaces
Bulletin des Sciences Mathématiques ( IF 1.3 ) Pub Date : 2020-03-05 , DOI: 10.1016/j.bulsci.2020.102852
Yuzuru Inahama , Kiyotaka Suzaki

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.



中文翻译:

叶空间上的随机流和粗糙微分方程

紧凑叶面空间上的随机微分方程(SDE)于几年前引入。作为推论,获得了紧凑叶状空间上的叶向布朗运动作为SDE的解决方案。在本文中,我们使用粗糙路径理论来构造与SDE相关的随机流,这类似于ItôSDE理论的“确定性版本”。

更新日期:2020-03-05
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