scientific article; zbMATH DE number 956698

zbMath0899.60048MaRDI QIDQ5687105

Hiroshi Kunita

Publication date: 28 October 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationLévy processsemimartingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (15)

Isotropic Lévy processes on Riemannian manifolds. ⋮ Lagrangian chaos and scalar advection in stochastic fluid mechanics ⋮ Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps. ⋮ On some properties of space inverses of stochastic flows ⋮ Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value ⋮ Riemann integration on complex brownian paths ⋮ First-order linear Marcus SPDEs ⋮ Kolmogorov continuity and stability of sample paths of entropy solutions of stochastic conservation laws ⋮ Stochastic Flows and Jump-Diffusions ⋮ Canonical RDEs and general semimartingales as rough paths ⋮ Density estimate in small time for jump processes with singular Lévy measures ⋮ Support theorem for jump processes of canonical type ⋮ A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale ⋮ Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps ⋮ Random invariant manifolds of stochastic evolution equations driven by Gaussian and non-Gaussian noises

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