arXiv Analytics

Sign in

arXiv:1306.0123 [math.PR]AbstractReferencesReviewsResources

Degenerate semigroups and stochastic flows of mappings in foliated manifolds

Paulo Henrique P da Costa, Paulo R. Ruffino

Published 2013-06-01Version 1

Let $(M, \mathcal{F})$ be a compact Riemannian foliated manifold. We consider a family of compatible Feller semigroups in $C(M^n)$ associated to laws of the $n$-point motion. Under some assumptions (Le Jan and Raimond, \cite{Le Jan-Raimond}) there exists a stochastic flow of measurable mappings in $M$. We study the degeneracy of these semigroups such that the flow of mappings is foliated, i.e. each trajectory lays in a single leaf of the foliation a.s, hence creating a geometrical obstruction for coalescence of trajectories in different leaves. As an application, an averaging principle is proved for a first order perturbation transversal to the leaves. Estimates for the rate of convergence are calculated.

Related articles: Most relevant | Search more
arXiv:1501.04758 [math.PR] (Published 2015-01-20)
Stochastic flows for Lévy processes with Hölder drifts
arXiv:0810.4644 [math.PR] (Published 2008-10-25)
Stochastic flows with reflection
arXiv:0908.1839 [math.PR] (Published 2009-08-13)
Lack of strong completeness for stochastic flows