Calculo estocastico em variedades folheadas / Stochastic calculus on foliated manifolds
AUTOR(ES)
Diego Sebastian Ledesma
DATA DE PUBLICAÇÃO
2009
RESUMO
We study stochastic process on foliated manifolds. First we introduce some operators, which we call foliated, and study their properties. With these objects, we define the natural processes on foliated spaces, such as foliated martingales and foliated Brownian motion. We study how they are related with the geometry of the foliation and use them to characterize, in a probabilistic way, when the foliation is harmonic or geodesic. Then, we introduce an stochastic calculus and define the Itô and Stratonovich integrals on foliations. We prove a conversion formula and a Itô formula in this context. Finally we focus our study on the foliated Brownian motion and the harmonic measures. We give a construction of the foliated Brownian motion based on stochastic differential equations and apply the formalism developed to give a new proof of the Lucy Garnett Theorem. We study properties of the harmonic measures and we characterize them in terms of solutions of a second order differential equations
ASSUNTO(S)
foliations (mathematics) geometria processo estocastico stochastic processes folheações (matematica) geometry
