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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Geometry of stochastic delay differential equations with jumps in manifolds

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Author(s):
Ruffino, Paulo R. ; Morgado, Leandro
Total Authors: 2
Document type: Journal article
Source: Electronic Communications in Probability; v. 21, 2016.
Web of Science Citations: 0
Abstract

In this article we propose a model for stochastic delay differential equation with jumps (SDDEJ) in a differentiable manifold M endowed with a connection del. In our model, the continuous part is driven by vector fields with a fixed delay and the jumps are assumed to come from a distinct source of (cadlag) noise, without delay. The jumps occur along adopted differentiable curves with some dynamical relevance (with fictitious time) which allow to take parallel transport along them. In the last section, using a geometrical approach, we show that the horizontal lift of the solution of an SDDEJ is again a solution of an SDDEJ in the linear frame bundle BM with respect to a horizontal connection del(H) in BM. (AU)

FAPESP's process: 11/50151-0 - Dynamical phenomena in complex networks: fundamentals and applications
Grantee:Elbert Einstein Nehrer Macau
Support type: Research Projects - Thematic Grants
FAPESP's process: 12/18780-0 - Geometry of control systems, dynamical and stochastics systems
Grantee:Marco Antônio Teixeira
Support type: Research Projects - Thematic Grants