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math.PR2025
Symplectic techniques for stochastic differential equations on reductive Lie groups with applications to Langevin diffusions
Erwin Luesink, Oliver D. Street
We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reducti…
math.PR2019★ 22 cited
Implications of Kunita-Itô-Wentzell formula for -forms in stochastic fluid dynamics
Aythami Bethencourt de Léon, Darryl Holm, Erwin Luesink +1
We extend the Itô-Wentzell formula for the evolution of a time-dependent stochastic field along a semimartingale to -form-valued stochastic processes. The result is the Kunita-I…