pith. the verified trust layer for science. sign in

arxiv: 1501.04793 · v5 · pith:WVEBRJ3Jnew · submitted 2015-01-20 · 🧮 math.PR

Limits of Random Differential Equations on Manifolds

classification 🧮 math.PR
keywords epsilonmathcalalphadifferentialequationsfieldsmanifoldrandom
0
0 comments X p. Extension
Add this Pith Number to your LaTeX paper What is a Pith Number?
\usepackage{pith}
\pithnumber{WVEBRJ3J}

Prints a linked pith:WVEBRJ3J badge after your title and writes the identifier into PDF metadata. Compiles on arXiv with no extra files. Learn more

read the original abstract

Consider a family of random ordinary differential equations on a manifold driven by vector fields of the form $\sum_kY_k\alpha_k(z_t^\epsilon(\omega))$ where $Y_k$ are vector fields, $\epsilon$ is a positive number, $z_t^\epsilon$ is a ${1\over \epsilon} {\mathcal L}_0$ diffusion process taking values in possibly a different manifold, $\alpha_k$ are annihilators of $ker ({\mathcal L}_0^*)$. Under H\"ormander type conditions on ${\mathcal L}_0$ we prove that, as $\epsilon $ approaches zero, the stochastic processes $y_{t\over \epsilon}^\epsilon$ converge weakly and in the Wasserstein topologies. We describe this limit and give an upper bound for the rate of the convergence.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.