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Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps

Authors :
Fuchang Tang
David Applebaum
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.

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