The interlacing construction for stochastic flows of diffeomorphisms on Euclidean spaces (Q2767485)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The interlacing construction for stochastic flows of diffeomorphisms on Euclidean spaces |
scientific article; zbMATH DE number 1697519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The interlacing construction for stochastic flows of diffeomorphisms on Euclidean spaces |
scientific article; zbMATH DE number 1697519 |
Statements
1 September 2002
0 references
semimartingale
0 references
stochastic flow
0 references
diffeomorphism
0 references
exponential map
0 references
interlacing construction
0 references
The interlacing construction for stochastic flows of diffeomorphisms on Euclidean spaces (English)
0 references
This paper investigates stochastic differential equations driven by infinite-dimensional semimartingales with jumps and shows that both the solution flow and the derivative flow can be represented as almost-sure limits of sequences that consist of random motion with continuous sample paths which are interlaced with random jumps. Thus, new transparent proofs of the diffeomorphism property of such flows can be obtained.
0 references
