Display Abstract

Title Degenerate semigroups and stochastic flows of mappings in foliated manifolds

Name Paulo R Ruffino
Country Brazil
Email ruffino@ime.unicamp.br
Co-Author(s) Paulo Henrique P. da Costa
Submit Time 2014-02-28 08:10:48
Session
Special Session 53: Infinite dimensional stochastic systems and applications
Contents
Let $(M, \mathcal{F})$ be a compact Riemannian foliated manifold. We consider a family of compatible Feller semigroups in $C(M^n)$ associated to laws of the $n$-point motion. Under some assumptions (Le Jan and Raimond, Annals of Prob. 2004) there exists a stochastic flow of measurable mappings in $M$. We study the degeneracy of these semigroups such that the flow of mappings is foliated, i.e. each trajectory lays in a single leaf of the foliation a.s, hence creating a geometrical obstruction for coalescence of trajectories in different leaves. As an application, an averaging principle is proved for a first order perturbation transversal to the leaves. Estimates for the rate of convergence are calculated.