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Type: Artigo de periódico
Title: Geometry of stochastic delay differential equations
Author: Catuogno, PJ
Ruffino, PRC
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.
Subject: stochastic delay equations
frame bundles
horizontal lift
Country: EUA
Editor: Univ Washington, Dept Mathematics
Rights: aberto
Date Issue: 2005
Appears in Collections:Unicamp - Artigos e Outros Documentos

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