CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS

DOI10.2206/kyushujm.53.265zbMath0951.60075OpenAlexW2089395558MaRDI QIDQ4704828

Hiroshi Kunita, Tsukasa Fujiwara

Publication date: 18 December 2000

Published in: Kyushu Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2206/kyushujm.53.265

zbMATH Keywords

stochastic differential equationexistence and uniqueness theoremsemimartingale

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Related Items (11)

Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps. ⋮ Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps ⋮ First-order linear Marcus SPDEs ⋮ Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises ⋮ Random transformations and invariance of semimartingales on Lie groups ⋮ Support theorem for jump processes of canonical type ⋮ Invariant foliations for stochastic dynamical systems with multiplicative stable Levy noise ⋮ A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale ⋮ Schauder estimates for nonlocal kinetic equations and applications ⋮ Random invariant manifolds of stochastic evolution equations driven by Gaussian and non-Gaussian noises ⋮ The synchronization of coupled stochastic systems driven by symmetric α-stable process and Brownian motion

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