Foliated stochastic calculus: harmonic measures

DOI10.1090/TRAN/6431MaRDI QIDQ3448998zbMATH OpenOpenAlexWikidataFDO

Authors Diego S. Ledesma, Paulo Ruffino, Pedro J. Catuogno

Publication date 3 November 2015

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1012.4450

zbMATH Keywords

diffusion processfoliationstochastic calculus

Mathematics Subject Classification ID

Diffusion processes (60J60) Foliations (differential geometric aspects) (53C12) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foliation. The stochastic approach together with a proposed foliated vector calculus provide a natural method to work on harmonic measures. Other results include a decomposition of the Laplacian in terms of the foliated and basic Laplacians, a characterization of totally invariant measures and a differential equation for the density of harmonic measures.

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Cited in

(5)

• Unimodular measures on the space of all Riemannian manifolds
• An averaging principle for diffusions in foliated spaces
• Harmonic measures in embedded foliated manifolds
• scientific article; zbMATH DE number 6843309 (Why is no real title available?)
• A stochastic approach to the closure of accessible sets of control systems with application on homogeneous spaces

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