Degenerate semigroups and stochastic flows of mappings in foliated manifolds

DOI10.1007/S11118-015-9480-7MaRDI QIDQ905624zbMATH OpenOpenAlexFDO

Authors Paulo Henrique P. da Costa, Paulo Ruffino

Publication date 27 January 2016

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.0123

zbMATH Keywords

\(n\)-point motionaveraging principleFeller semigroupsfoliated manifoldsstochastic flows

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: Let $(M,mathcalF)$ be a compact Riemannian foliated manifold. We consider a family of compatible Feller semigroups in $C(M^n)$ associated to laws of the $n$-point motion. Under some assumptions (Le Jan and Raimond, cite{Le Jan-Raimond}) there exists a stochastic flow of measurable mappings in $M$. We study the degeneracy of these semigroups such that the flow of mappings is foliated, i.e. each trajectory lays in a single leaf of the foliation a.s, hence creating a geometrical obstruction for coalescence of trajectories in different leaves. As an application, an averaging principle is proved for a first order perturbation transversal to the leaves. Estimates for the rate of convergence are calculated.

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Cited in

(3)

• Topology of foliations and decomposition of stochastic flows of diffeomorphisms
• Extension of time for decomposition of stochastic flows in spaces with complementary foliations
• An application of stochastic flows to Riemannian foliations.

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