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Decomposition of stochastic flows along complementary distributions

  • Paulo Ruffino (Universidade Estadual de Campinas, Brazil)
A3 02 (Seminar room)

Abstract

Given two complementary distributions in the tangent bundle of a manifold, we find conditions to factorize an stochastic flow into a diffusion in the (infinite dimensional) Lie group of diffeomorphisms which preserve one distribution (horizontal), composed with a process in the Lie group of diffemorphisms which preserve the other distribution (vertical). This decomposition generalizes previous approach, e.g. using coordinate maps, by Ming Liao and others.