On the Stochastic Processes on $7$-Dimensional Spheres

Abstract: We studied isometric stochastic flows of a Stratonovich stochastic differential equation on spheres, i.e. on the standard sphere and Gromoll-Meyer exotic sphere. The standard sphere $S^7_s$ can be constructed as the quotient manifold $\mathrm{Sp}(2, \mathbb{H})/S^3$ with the so-called ${\bullet}$-action of $S^3$, whereas the Gromoll-Meyer exotic sphere $\Sigma^7_{GM}$ as the quotient manifold $\mathrm{Sp}(2, \mathbb{H})/S^3$ with respect to the so-called ${\star}$-action of $S^3$. The Stratonovich stochastic differential equation which describes a continuous-time stochastic process on the standard sphere is constructed and studied. The corresponding continuous-time stochastic process and its properties on the Gromoll-Meyer exotic sphere can be obtained by constructing a homeomorphism $h: S^7_s\rightarrow \Sigma^7_{GM}$. The corresponding Fokker-Planck equation and entropy rate in the Stratonovich approach is also investigated.