Stochastic Flows and Rough Differential Equations on Foliated Spaces

22 September 2021
09:00
Yuzuru Inahama

Further Information: 

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 work we construct stochastic flows associated with the SDEs by using rough path theory, which is something like a 'deterministic version' of Ito's SDE theory.

This is joint work with Kiyotaka Suzaki.

The join button will be published on the right (Above the view all button) 30 minutes before the seminar starts (login required).