DataSig Seminar Series: Yuzuru Inahama

Yuzuru Inahama

Stochastic Flows and Rough Differential Equations on Foliated Spaces

Wed 22 Sept 09:00 BST

Abstract

Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this work we construct stochastic flows associated with the SDEs by using rough path theory, which is something like a 'deterministic version' of Ito's SDE theory.

This is joint work with Kiyotaka Suzaki.

Our speaker

Yuzuru Inahama is a Professor in the Department of Mathematical Sciences at Kyushu University in Japan. His research interests include stochastic analysis and its applications, in particular, rough path theory, Malliavin calculus and stochastic differential equations.

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