Stochastic flows and rough differential equations on foliated spaces

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 paper we construct stochastic flows associated with the SDEs by using rough path theory, which is something like a "deterministic version" of Itô's SDE theory.

Final version. Minor errors were corrected. 24 pages. To appear in Bull. Sci. Math