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English | Barycenters of measures transported by stochastic flows |
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Barycenters of measures transported by stochastic flows (English)
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18 October 2005
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The paper deals with the dynamics of centers of mass systems transported by stochastic flows and proves the existence and uniqueness of exponential barycenters of probability measures with compact support for affine manifolds constrained by some convexity conditions. The stochastic differential equation which rules the dynamics of the barycenter is derived. Some results are given on the barycenter of two independendent Brownian particles in a hyperbolic space and on the barycenter of measures in a Cartan-Hadamard manifold.
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Brownian motion
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manifold
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convex gemetry
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