Stochastic flows associated with Stratonovich curve-line integrals
-
Virgil Damian
and
Daniela Ijacu
Abstract
In this paper, Stratonovich curve-line integrals are used to
describe the evolution of a stochastic flow driven by some noncommuting
vector fields and independent double Wiener processes. In fact, we analyze
the corresponding stochastic evolution of a stochastic flow driven by
noncommuting vector fields
It is a significant generalization of the case
Acknowledgements
We thank Professor Constantin Vârsan, from the Institute of Mathematics Simion Stoilow of the Romanian Academy, for advising the authors on the importance of undertaking this research.
References
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© 2016 by De Gruyter
Articles in the same Issue
- Frontmatter
- Stochastic flows associated with Stratonovich curve-line integrals
- Quadratic forms of refined skew normal models based on stochastic representation
- On the 70th years of Vyacheslav Girko and over a hundred laws of his M.A.G.I.C.-theory
- Time varying axially symmetric vector random fields on the sphere
- Stability of fractional neutral stochastic partial integro-differential equations
Articles in the same Issue
- Frontmatter
- Stochastic flows associated with Stratonovich curve-line integrals
- Quadratic forms of refined skew normal models based on stochastic representation
- On the 70th years of Vyacheslav Girko and over a hundred laws of his M.A.G.I.C.-theory
- Time varying axially symmetric vector random fields on the sphere
- Stability of fractional neutral stochastic partial integro-differential equations
