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

  • Mathematics(all)

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