Stochastic flows and rough differential equations on foliated spaces

Yuzuru Inahama, Kiyotaka Suzaki

    Research output: Contribution to journalArticlepeer-review

    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 Itô's SDE theory.

    Original languageEnglish
    Article number102852
    JournalBulletin des Sciences Mathematiques
    Volume160
    DOIs
    Publication statusPublished - May 2020

    All Science Journal Classification (ASJC) codes

    • General Mathematics

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