Stochastic differential equations driven by loops

DOI10.1007/978-3-319-13984-5_3zbMATH Open1498.60196arXiv1402.5118OpenAlexW1600644765MaRDI QIDQ5038261FDOQ5038261

Authors: Fabrice Baudoin 

Publication date: 30 September 2022

Published in: XI Symposium on Probability and Stochastic Processes (Search for Journal in Brave)

Abstract: We study the properties of solutions of stochastic differential equations driven by processes generating loops in free nilpotent groups. We are in particular interested in existence and smoothness for the density.

Full work available at URL: https://arxiv.org/abs/1402.5118

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zbMATH Keywords

Carnot groupsholonomy operatorBrownian loopsChen developmentHörmander's type theorems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sub-Riemannian geometry (53C17) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cited In (1)

• Stochastic differential equations driven by loops in Carnot groups.

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