Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations

Details Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations

2007-05-22

arxiv.org/abs/0705.3156v2

Mathematics

Probability

40 pages

Scientific paper

We present reduction and reconstruction procedures for the solutions of symmetric stochastic differential equations, similar to those available for ordinary differential equations. Additionally, we use the local tangent-normal decomposition, available when the symmetry group is proper, to construct local skew-product splittings in a neighborhood of any point in the open and dense principal orbit type. The general methods introduced in the first part of the paper are then adapted to the Hamiltonian case, which is studied with special care and illustrated with several examples. The Hamiltonian category deserves a separate study since in that situation the presence of symmetries implies in most cases the existence of conservation laws, mathematically described via momentum maps, that should be taken into account in the analysis.

Affiliated with

Also associated with

No associations

Rating

Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-416018