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Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps
- Source :
- Stochastic Processes and their Applications. 92(2):219-236
- Publication Year :
- 2001
- Publisher :
- Elsevier BV, 2001.
-
Abstract
- We employ the interlacing construction to show that the solutions of stochastic differential equations on manifolds which are written in Marcus canonical form and driven by infinite-dimensional semimartingales with jumps give rise to stochastic flows of diffeomorphisms.
- Subjects :
- Statistics and Probability
Differential equation
Applied Mathematics
Mathematical analysis
Existence theorem
Manifold
Stochastic differential equation
Semimartingale
Mathematics::Probability
Modeling and Simulation
Modelling and Simulation
Canonical form
Diffeomorphism
Martingale (probability theory)
Mathematics
Subjects
Details
- ISSN :
- 03044149
- Volume :
- 92
- Issue :
- 2
- Database :
- OpenAIRE
- Journal :
- Stochastic Processes and their Applications
- Accession number :
- edsair.doi.dedup.....05ce24a11bf08c3eea6a7dc4ab48030e
- Full Text :
- https://doi.org/10.1016/s0304-4149(00)00091-0