Stochastic flows and rough differential equations on foliated spaces
Yuzuru Inahama, Kiyotaka Suzaki

TL;DR
This paper develops a framework for constructing stochastic flows on foliated spaces using rough path theory, extending the understanding of stochastic differential equations in complex geometric settings.
Contribution
It introduces a novel approach to build stochastic flows on foliated spaces via rough path theory, bridging stochastic analysis and geometric structures.
Findings
Constructed stochastic flows on foliated spaces using rough path theory.
Extended SDE solutions to complex geometric settings.
Provided a deterministic approach to stochastic flows on foliated structures.
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.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Mathematical Dynamics and Fractals · Geometric Analysis and Curvature Flows
