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 and the other on the base space , intertwined by the projection , if the operator on the base manifold has constant rank, we define a semi-connection on the principal bundle which allows to split the diffusion operator on the total space into the sum of the horizontal lift of and the other vertical. This allow to conclude a disintegration theorem for the law of . 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}
}