Decomposition of stochastic flows in manifolds with complementary distributions
Dynamical Systems
2014-03-19 v1
Abstract
Let be a differentiable manifold endowed locally with two complementary distributions, say horizontal and vertical. We consider the two subgroups of (local) diffeomorphisms of generated by vector fields in each of of these distributions. Given a stochastic flow of diffeomorphisms of , in a neighbourhood of initial condition, up to a stopping time we decompose 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.
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