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Wed, 22 Sep 2021

09:00 - 10:00
Virtual

Stochastic Flows and Rough Differential Equations on Foliated Spaces

Yuzuru Inahama
(Kyushu University)
Further Information

www.datasig.ac.uk/events

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.

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