Stochastic flows and the C0-diffusion property

DOI10.1080/17442508208833205zbMath0489.58037OpenAlexW1965991051MaRDI QIDQ3951292

K. David Elworthy

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833205

zbMATH Keywords

stochastic differential equationinfinitesimal generatorstochastic flowscontinuous diffusionaction of diffeomorphism group on the space of functionsassociated Markov semigroupdiffeomorphism property

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Diffusion processes and stochastic analysis on manifolds (58J65) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34K99)

Related Items (8)

Properties at infinity of diffusion semigroups and stochastic flows via weak uniform covers ⋮ Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds ⋮ A necessary and sufficient condition for the global-in-time existence of solutions to stochastic differential and parabolic equations on manifolds ⋮ On conservation of probability and the Feller property ⋮ On the stochastic flow generated by the one default model in one-dimensional case ⋮ Flows of stochastic dynamical systems: The functional analytic approach ⋮ Dirichlet regularity and degenerate diffusion ⋮ Liouville theorems for symmetric diffusion operators on complete Riemannian manifolds

Cites Work

• The parabolic differential equations and the associated semigroups of transformation
• On backward stochastic differential equations
• A generalized formula of Ito and some other properties of stochastic flows
• Unnamed Item

This page was built for publication: Stochastic flows and the C₀-diffusion property