Stochastic dynamics: analytical and geometrical aspects with applications
Stochastic dynamics: analytical and geometrical aspects with applications
Full text | |
Author(s): |
Total Authors: 2
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Affiliation: | [1] Univ Estadual Campinas, Dept Matemat, BR-13083859 Campinas, SP - Brazil
Total Affiliations: 1
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Document type: | Journal article |
Source: | POTENTIAL ANALYSIS; v. 43, n. 3, p. 461-480, OCT 2015. |
Web of Science Citations: | 0 |
Abstract | |
Let be a foliated compact Riemannian 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, Ann. Probab. 32:1247-1315, 2004) 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. (AU) | |
FAPESP's process: | 11/50151-0 - Dynamical phenomena in complex networks: fundamentals and applications |
Grantee: | Elbert Einstein Nehrer Macau |
Support Opportunities: | Research Projects - Thematic Grants |
FAPESP's process: | 12/03992-1 - Dynamics and geometry of stochastic flows |
Grantee: | Paulo Regis Caron Ruffino |
Support Opportunities: | Scholarships abroad - Research |