Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group (Q1819825)
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scientific article; zbMATH DE number 3994674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group |
scientific article; zbMATH DE number 3994674 |
Statements
Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group (English)
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1986
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Let \(\xi^ n_{s,t}\) be a sequence of stochastic flows with jumps generated by a sequence of Levy processes \(X^ n_ t\) with values in the vector space of smooth mappings of \({\mathbb{R}}^ d\). The author gives a criterion that \(\xi^ n_{s,t}\) converges weakly by means of the characteristics of the generators \(X^ n_ t\), \(n=1,2,... \). Also strong convergence of \(\xi^ n_{s,t}\) and \(X^ n_ t\) is considered. As an application the case where a stochastic flow \(\xi_{s,t}\) takes values in diffeomorphisms group of \({\mathbb{R}}^ d\) is studied.
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stochastic flows with jumps
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Levy processes
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diffeomorphisms group
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