Stochastic flows and rough differential equations on foliated spaces

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 t...

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Hauptverfasser: Inahama, Yuzuru, Suzaki, Kiyotaka
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Sprache:eng
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Zusammenfassung: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 It\^o's SDE theory.
DOI:10.48550/arxiv.1910.09962