Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps.
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Publication:1879532
DOI10.1016/S0304-4149(00)00091-0zbMath1099.58504MaRDI QIDQ1879532
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)
Related Items (8)
On the stochastic flow generated by the one default model in one-dimensional case ⋮ Canonical RDEs and general semimartingales as rough paths ⋮ EXISTENCE, UNIQUENESS AND REGULARITY w.r.t. THE INITIAL CONDITION OF MILD SOLUTIONS OF SPDEs DRIVEN BY POISSON NOISE ⋮ Ergodicity of Lévy flows ⋮ Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise ⋮ Random transformations and invariance of semimartingales on Lie groups ⋮ Pseudo-differential operators and Markov semigroups on compact Lie groups ⋮ Markov processes with jumps on manifolds and Lie groups
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