AN SDE APPROACH TO LEAFWISE DIFFUSIONS ON FOLIATED SPACES AND ITS APPLICATIONS
2015 年 67 巻 2 号 p. 247-272
詳細
2015 年 67 巻 2 号 p. 247-272
We construct leafwise diffusions on foliated spaces via SDE approach. The obtained diffusions are stochastically continuous and hence have the Feller property. Moreover our construction enables us to prove a central limit theorem for the leafwise diffusion on a compact foliated space in the same way as for a diffusion on a compact manifold.
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