English

Equivariant diffusions on Principal bundles

Probability 2019-11-25 v2 Differential Geometry

Abstract

Given a pair of second order diffusion operators, one on the total space of a principle bundle NN and the other on the base space MM, intertwined by the projection π:NM\pi:N\to M, if the operator A{\mathcal A} on the base manifold has constant rank, we define a semi-connection on the principal bundle which allows to split the diffusion operator B{\mathcal B} on the total space into the sum of the horizontal lift of A{\mathcal A} and the other vertical. This allow to conclude a disintegration theorem for the law of B{\mathcal B}. As an application, a decomposition of stochastic flow is given.

Keywords

Cite

@article{arxiv.1911.08224,
  title  = {Equivariant diffusions on Principal bundles},
  author = {K. D. Elworthy and Yves Le Jan and Xue-Mei Li},
  journal= {arXiv preprint arXiv:1911.08224},
  year   = {2019}
}
R2 v1 2026-06-23T12:20:32.787Z