English

Decomposition of stochastic flows in manifolds with complementary distributions

Dynamical Systems 2014-03-19 v1

Abstract

Let MM be a differentiable manifold endowed locally with two complementary distributions, say horizontal and vertical. We consider the two subgroups of (local) diffeomorphisms of MM generated by vector fields in each of of these distributions. Given a stochastic flow φt\varphi_t of diffeomorphisms of MM, in a neighbourhood of initial condition, up to a stopping time we decompose φt=ξtψt\varphi_t = \xi_t \circ \psi_t where the first component is a diffusion in the group of horizontal diffeomorphisms and the second component is a process in the group of vertical diffeomorphisms. Further decomposition will include more than two components; it leads to a maximal cascade decomposition in local coordinates where each component acts only in the corresponding coordinate.

Keywords

Cite

@article{arxiv.1202.5524,
  title  = {Decomposition of stochastic flows in manifolds with complementary distributions},
  author = {Pedro J. Catuogno and Fabiano B. da Silva and Paulo R. Ruffino},
  journal= {arXiv preprint arXiv:1202.5524},
  year   = {2014}
}

Comments

10 pages

R2 v1 2026-06-21T20:24:43.889Z