Stochastic flows and rough differential equations on foliated spaces

被引：0
|
作者：
Inahama, Yuzuru [1 ]
Suzaki, Kiyotaka [2 ]
机构：
[1] Kyushu Univ, Fac Math, Nishi Ku, 744 Motooka, Fukuoka 8190395, Japan
[2] Kumamoto Univ, Headquarters Admiss & Educ, Chuo Ku, Kurokami 2-40-1, Kumamoto 8608555, Japan
来源：
BULLETIN DES SCIENCES MATHEMATIQUES | 2020年 / 160卷
关键词：
Foliated space; Rough path theory; Stochastic flow;
D O I：
10.1016/j.bulsci.2020.102852
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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 Ito's SDE theory. (C) 2020 Elsevier Masson SAS. All rights reserved.
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页数：29
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