Degenerate semigroups and stochastic flows of mappings in foliated manifolds
Probability
2013-06-04 v1
Abstract
Let be a compact Riemannian foliated manifold. We consider a family of compatible Feller semigroups in associated to laws of the -point motion. Under some assumptions (Le Jan and Raimond, \cite{Le Jan-Raimond}) there exists a stochastic flow of measurable mappings in . 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.
Keywords
Cite
@article{arxiv.1306.0123,
title = {Degenerate semigroups and stochastic flows of mappings in foliated manifolds},
author = {Paulo Henrique P da Costa and Paulo R. Ruffino},
journal= {arXiv preprint arXiv:1306.0123},
year = {2013}
}