相关论文: On the Stochastic Flows on $(m+n+1)$-Dimensional E…

We studied isometric stochastic flows of a Stratonovich stochastic differential equation on spheres, i.e. on the standard sphere and Gromoll-Meyer exotic sphere. The standard sphere $S^7_s$ can be constructed as the quotient manifold…

We review recent developments in differential topology with special concern for their possible significance to physical theories, especially general relativity. In particular we are concerned here with the discovery of the existence of…

We construct Anosov diffeomorphisms on manifolds that are homeomorphic to infranilmanifolds yet have exotic smooth structures. These manifolds are obtained from standard infranilmanifolds by connected summing with certain exotic spheres.…

The essential role played by differentiable structures in physics is reviewed in light of recent mathematical discoveries that topologically trivial space-time models, especially the simplest one, ${\bf R^4}$, possess a rich multiplicity of…

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…

Some topological properties of stochastic flow $\varphi_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is…

Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…

In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms \[\mathbb{R}^d\ni x\quad\longmapsto\quad\phi_{s,t}(x)\in \mathbb{R}^d,\qquad s,t\in\mathbb{R}\] for a stochastic differential equation (SDE) of the…

Consider a manifold $M$ endowed locally with a pair of complementary distributions $\Delta^H \oplus \Delta^V=TM$ and let $\text{Diff}(\Delta^H, M)$ and $\text{Diff}(\Delta^V, M)$ be the corresponding Lie subgroups generated by vector fields…

This article proposes a method for forming invariant stochastic differential systems, namely dynamic systems with trajectories belonging to a given smooth manifold. The It\^o or Stratonovich stochastic differential equations with the Wiener…

Let $M$ be a differentiable manifold endowed locally with two complementary distributions, say horizontal and vertical. We consider the two subgroups of (local) diffeomorphisms of $M$ generated by vector fields in each of of these…

Stochastic processes on totally disconnected topological groups are investigated. In particular they are considered for diffeomorphism groups and loop groups of manifolds on non-Archimedean Banach spaces. Theorems about a quasi-invariance…

We consider stochastic differential equations on the group of volume-preserving homeomorphisms of the sphere $S^d\,(d\geq 2)$. The diffusion part is given by the divergence free eigenvector fields of the Laplacian acting on $L^2$-vector…

Recent discoveries in differential topology are reviewed in light of their possible implications for spacetime models and related subjects in theoretical physics. Although not often noted, a particular smoothness (differentiability)…

We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…

Differential equations with state-dependent delays define a semiflow of continuously differentiable solution operators in general only on the associated {\it solution manifold} in the Banach space $C^1_n=C^1([-h,0],\mathbb{R}^n)$. For a…

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Stochastic processes of evolving shapes are used in applications including evolutionary biology, where morphology changes stochastically as a function of evolutionary processes. Due to the non-linear and often infinite-dimensional nature of…

We consider a stochastic flow on $\mathds{R}$ generated by an SDE with its drift being a function of bounded variation. We show that the flow is differentiable with respect to the initial conditions. Asymptotic properties of the flow are…

In this paper, we introduce and study McKean-Vlasov processes of bridge type. Specifically, we examine a stochastic differential equation (SDE) of the form: $$\mathrm{d} \xi_t=-\mu(t,\mathbb{E}[\varphi_1(\xi_t)]) \frac{\xi_t}{T-t}…