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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.)

An isometric embedding of the g(t)-Brownian motion with application in stability and homotopy group

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Author(s):
Luque Justo, Claudia [1] ; Ledesma, Diego Sebastian [2] ; Silva, Fabiano Borges [3]
Total Authors: 3
Affiliation:
[1] Univ Catolica San Pablo, Arequipa - Peru
[2] Univ Estadual Campinas, Campinas, SP - Brazil
[3] Univ Estadual Paulista, UNESP, Bauru, SP - Brazil
Total Affiliations: 3
Document type: Journal article
Source: Stochastics and Dynamics; v. 19, n. 6 DEC 2019.
Web of Science Citations: 0
Abstract

In this work, we construct a g(t)-Brownian motion via an isometric embedding, whose approach permit to define the Laplace operator associated with parametrized metric g(t), for every t. We present an Ito formula for stochastic flow acting on time-dependent tensor fields, in particular to the metric g(t) and consequently to the norm of a stochastic process in TM. We use this approach to study stability by pth moment exponent of g(t)-Brownian motion and its applications on homotopy groups. (AU)

FAPESP's process: 15/07278-0 - Stochastic dynamics: analytical and geometrical aspects with applications
Grantee:Paulo Regis Caron Ruffino
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
FAPESP's process: 18/16568-0 - An averaging principle for stochastic differential equations
Grantee:Fabiano Borges da Silva
Support type: Regular Research Grants