Stochastic flows and rough differential equations on foliated spaces

DOI10.1016/J.BULSCI.2020.102852MaRDI QIDQ2175193zbMATH OpenOpenAlexFDO

Authors Yuzuru Inahama, Kiyotaka Suzaki

Publication date 28 April 2020

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

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

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)

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.

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Cited in

(6)

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

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