Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/68016
Type: Artigo
Title: Geometry of stochastic delay differential equations
Author: Pedro José Catuogno
Paulo R. C. Ruffino
Abstract: Stochastic delay differential equations (SDDE) on a manifold M depend intrinsically on a connection del in this space. The main geometric result in this notes concerns the horizontal lift of solutions of SDDE on a manifold M to an SDDE in the frame bundle BM, hence the lifted equation should come together with the prolonged horizontal connection del(H) on BM. We show that every horizontal semimartingale can be represented as a solution of an SDDE.
Stochastic delay differential equations (SDDE) on a manifold M depend intrinsically on a connection del in this space. The main geometric result in this notes concerns the horizontal lift of solutions of SDDE on a manifold M to an SDDE in the frame bundle BM, hence the lifted equation should come together with the prolonged horizontal connection del(H) on BM. We show that every horizontal semimartingale can be represented as a solution of an SDDE
Subject: Equações diferenciais - Equações com retardamento
Variedades diferenciáveis
Geometria estocástica
Country: Estados Unidos
Editor: Institute of Mathematical Statistics
Citation: Electronic Communications In Probability. Univ Washington, Dept Mathematics, v. 10, n. 190, n. 195, 2005.
Rights: aberto
Identifier DOI: 10.1214/ECP.v10-1151
Address: http://emis.impa.br/EMIS/journals/EJP-ECP/article/view/1151.html
Date Issue: 2005
Appears in Collections:IMECC - Artigos e Outros Documentos

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