Stochastic differential equations driven by loops

DOI10.1007/978-3-319-13984-5_3MaRDI QIDQ5038261zbMATH OpenOpenAlexFDO

Authors Fabrice Baudoin

Publication date 30 September 2022

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

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

zbMATH Keywords

Brownian loopsCarnot groupsChen developmentholonomy operatorHörmander's type theorems

Mathematics Subject Classification ID

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

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.

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Cited in

(1)

• Stochastic differential equations driven by loops in Carnot groups.

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