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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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. |
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DOI: | 10.48550/arxiv.1910.09962 |