| Texto completo | |
| Autor(es): |
Ruffino, Paulo R.
;
Morgado, Leandro
Número total de Autores: 2
|
| Tipo de documento: | Artigo Científico |
| Fonte: | Electronic Communications in Probability; v. 21, 2016. |
| Citações Web of Science: | 0 |
| Resumo | |
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) | |
| Processo FAPESP: | 11/50151-0 - Fenômenos dinâmicos em redes complexas: fundamentos e aplicações |
| Beneficiário: | Elbert Einstein Nehrer Macau |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |
| Processo FAPESP: | 12/18780-0 - Geometria de sistemas de controle, sistemas dinâmicos e estocásticos |
| Beneficiário: | Marco Antônio Teixeira |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |