Harmonic measures in embedded foliated manifolds
Pedro J. Catuogno, Diego S. Ledesma, Paulo R. Ruffino

TL;DR
This paper investigates harmonic and invariant measures on embedded foliated manifolds, introducing stochastic calculus techniques to characterize measures and derive ergodic formulas related to leaf geometry.
Contribution
It develops geometrical stochastic calculus methods to explicitly construct foliated Brownian motion and characterizes invariant measures via flow of diffeomorphisms.
Findings
Explicit Stratonovich equation for foliated Brownian motion
Characterization of totally invariant measures
Ergodic formula relating Lyapunov exponents to leaf geometry
Abstract
We study harmonic and totally invariant measures in a foliated compact Riemannian manifold isometrically embedded in an Euclidean space. We introduce geometrical techniques for stochastic calculus in this space. In particular, using these techniques we can construct explicitely an Stratonovich equation for the foliated Brownian motion (cf. L. Garnett \cite{LG} and others). We present a characterization of totally invariant measures in terms of the flow of diffeomorphisms of associated to this equation. We prove an ergodic formula for the sum of the Lyapunov exponents in terms of the geometry of the leaves.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Stochastic processes and financial applications · advanced mathematical theories
