Stochastic dynamics: analytical and geometrical aspects with applications
A study of individual dynamics for Multi-Target tracking using random finite sets
| Full text | |
| Author(s): |
Catuogno, Pedro J.
;
Ledesma, Diego S.
;
Ruffino, Paulo R.
Total Authors: 3
|
| Document type: | Journal article |
| Source: | TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY; v. 368, n. 1, p. 17-pg., 2016-01-01. |
| Abstract | |
In this article we present an intrinsic construction of foliated Brownian motion (FoBM) via stochastic calculus adapted to a foliated Riemannian manifold (M, F). The stochastic approach together with this proposed foliated vector calculus provide a natural method to work with (L. Garnett's) harmonic measures in M. New results include, beside an explicit stochastic equation for the FoBM, a decomposition of the Laplacian of M in terms of the foliated and the basic Laplacians, a characterization of totally invariant measures and a differential equation for the density of harmonic measures. (AU) | |
| FAPESP's process: | 12/18780-0 - Geometry of control systems, dynamical and stochastics systems |
| Grantee: | Marco Antônio Teixeira |
| Support Opportunities: | Research Projects - Thematic Grants |
| 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 |