Equivariant diffusions on Principal bundles

MaRDI QIDQ3158919zbMATH OpenFDO

Authors Yves Le Jan, Xue-Mei Li, K. D. Elworthy

Publication date 1 February 2005

Full work available at URL https://arxiv.org/abs/1911.08224

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Diffusion processes (60J60)

Abstract: Given a pair of second order diffusion operators, one on the total space of a principle bundle $N$ and the other on the base space $M$, intertwined by the projection $pi:NoM$, if the operator $mathcalA$ on the base manifold has constant rank, we define a semi-connection on the principal bundle which allows to split the diffusion operator $mathcalB$ on the total space into the sum of the horizontal lift of $mathcalA$ and the other vertical. This allow to conclude a disintegration theorem for the law of $mathcalB$. As an application, a decomposition of stochastic flow is given.

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