{ "id": "1505.06772", "version": "v1", "published": "2015-05-25T22:23:06.000Z", "updated": "2015-05-25T22:23:06.000Z", "title": "Stochastic Homogenisation On Homogeneous Spaces", "authors": [ "Xue-Mei Li" ], "comment": "41 pages", "categories": [ "math.PR" ], "abstract": "Let G be a Lie group with a closed subgroup H and a left invariant Riemannian metric. We study a family of stochastic differential equations arising from inhomogeneous scaling of the Riemannian metric. Such equations interpolate between horizontal exponential maps on G and diffusions on H. Suppose that the homogeneous space has a reductive decomposition and the horizontal direction is not invariant under the adjoint action of H. We obtain a pair of effective stochastic processes on G and on the homogeneous manifold M respectively and we classify their limits.", "revisions": [ { "version": "v1", "updated": "2015-05-25T22:23:06.000Z" } ], "analyses": { "keywords": [ "homogeneous space", "stochastic homogenisation", "left invariant riemannian metric", "horizontal exponential maps", "lie group" ], "note": { "typesetting": "TeX", "pages": 41, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2015arXiv150506772L" } } }