| Autor: |
Elworthy, K. D., Jan, Yves Le, Li, Xue-Mei |
| Rok vydání: |
2019 |
| Předmět: |
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| Zdroj: |
In `Stochastic analysis and related topics in Kyoto', 31-47, Adv. Stud. Pure Math., 41, Math. Soc. Japan, Tokyo, 2004 |
| Druh dokumentu: |
Working Paper |
| Popis: |
Given a pair of second order diffusion operators, one on the total space of a principle bundle $N$ and the other on the base space $M$, intertwined by the projection $\pi:N\to M$, if the operator ${\mathcal A}$ on the base manifold has constant rank, we define a semi-connection on the principal bundle which allows to split the diffusion operator ${\mathcal B}$ on the total space into the sum of the horizontal lift of ${\mathcal A}$ and the other vertical. This allow to conclude a disintegration theorem for the law of ${\mathcal B}$. As an application, a decomposition of stochastic flow is given. |
| Databáze: |
arXiv |
| Externí odkaz: |
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