Decomposition of stochastic flows in manifolds with complementary distributions

DOI10.1142/S0219493713500093zbMATH Open1280.58024MaRDI QIDQ2863003FDOQ2863003

Authors Fabiano B. Da Silva, Paulo Ruffino, Pedro J. Catuogno 

Publication date 20 November 2013

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1202.5524

zbMATH Keywords

stochastic flowsgroup of diffeomorphismssmooth distributionsdecomposition of flows

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Groups of diffeomorphisms and homeomorphisms as manifolds (58D05) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: Let $M$ be a differentiable manifold endowed locally with two complementary distributions, say horizontal and vertical. We consider the two subgroups of (local) diffeomorphisms of $M$ generated by vector fields in each of of these distributions. Given a stochastic flow $varph{i}_t$ of diffeomorphisms of $M$, in a neighbourhood of initial condition, up to a stopping time we decompose $varph{i}_t=x{i}_{t}circps{i}_t$ where the first component is a diffusion in the group of horizontal diffeomorphisms and the second component is a process in the group of vertical diffeomorphisms. Further decomposition will include more than two components; it leads to a maximal cascade decomposition in local coordinates where each component acts only in the corresponding coordinate.

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Cites work

• A decomposition of Markov processes via group actions
• An averaging principle for a completely integrable stochastic Hamiltonian system
• DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX
• Decomposition of stochastic flows with automorphism of subbundles component
• Markov processes invariant under a Lie group action
• Nonlinear Iwasawa decomposition of control flows
• Stochastic differential equations and stochastic flows of diffeomorphisms
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Cited in

(9)

• Decomposition of stochastic flow and an averaging principle for slow perturbations
• scientific article; zbMATH DE number 2015602 (Why is no real title available?)
• Geometric aspects of Young integral: decomposition of flows
• Extension of time for decomposition of stochastic flows in spaces with complementary foliations
• Decomposition of stochastic flows with automorphism of subbundles component
• Decomposition of stochastic flows generated by Stratonovich SDEs with jumps
• Rough homogenisation with fractional dynamics
• DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX
• Topology of foliations and decomposition of stochastic flows of diffeomorphisms

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