arXiv · 1910.09962
Stochastic flows and rough differential equations on foliated spaces
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 It\^o's SDE theory.
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Yuzuru Inahama, Kiyotaka Suzaki. 2019-10-22. Stochastic flows and rough differential equations on foliated spaces. https://arxiv.org/abs/1910.09962
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