Stochastic flows and rough differential equations on foliated spaces

DOI10.1016/J.BULSCI.2020.102852zbMATH Open1441.37058arXiv1910.09962OpenAlexW3010207900MaRDI QIDQ2175193FDOQ2175193

Authors: Yuzuru Inahama, Kiyotaka Suzaki 

Publication date: 28 April 2020

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1910.09962

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zbMATH Keywords

rough path theorystochastic flowfoliated space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Foliations generated by dynamical systems (37C86) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Cited In (6)

• Flows Driven by Banach Space-Valued Rough Paths
• An application of stochastic flows to Riemannian foliations.
• Planarly branched rough paths and rough differential equations on homogeneous spaces
• An SDE approach to leafwise diffusions on foliated spaces and its applications
• Flow equations on spaces of rough paths
• Invariant foliations for stochastic partial differential equations with non-dense domain

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