Foliated stochastic calculus: Harmonic measures
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- by Pedro J. Catuogno, Diego S. Ledesma and Paulo R. Ruffino PDF
- Trans. Amer. Math. Soc. 368 (2016), 563-579 Request permission
Abstract:
In this article we present an intrinsic construction of foliated Brownian motion (FoBM) via stochastic calculus adapted to a foliated Riemannian manifold $(M, \mathcal {F})$. The stochastic approach together with this proposed foliated vector calculus provide a natural method to work with (L. Garnett’s) harmonic measures in $M$. New results include, beside an explicit stochastic equation for the FoBM, a decomposition of the Laplacian of $M$ in terms of the foliated and the basic Laplacians, a characterization of totally invariant measures and a differential equation for the density of harmonic measures.References
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Additional Information
- Pedro J. Catuogno
- Affiliation: Departamento de Matemática, Universidade Estadual de Campinas, 13.081-970 - Campinas - SP, Brazil
- Email: pedrojc@ime.unicamp.br
- Diego S. Ledesma
- Affiliation: Departamento de Matemática, Universidade Estadual de Campinas, 13.081-970 - Campinas - SP, Brazil
- Email: dledesma@ime.unicamp.br
- Paulo R. Ruffino
- Affiliation: Departamento de Matemática, Universidade Estadual de Campinas, 13.081-970 - Campinas - SP, Brazil
- ORCID: 0000-0002-6524-2508
- Email: ruffino@ime.unicamp.br
- Received by editor(s): August 1, 2012
- Received by editor(s) in revised form: November 22, 2013
- Published electronically: April 24, 2015
- Additional Notes: The first author’s research was partially supported by FAPESP 11/50151-0 and 12/18780-0.
- © Copyright 2015 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 368 (2016), 563-579
- MSC (2010): Primary 58J65, 53C12; Secondary 60H30, 60J60
- DOI: https://doi.org/10.1090/tran/6431
- MathSciNet review: 3413874