Stochastic differential equations of jump type on manifolds and Lévy flows

DOI10.1215/kjm/1250519893zbMath0728.60065OpenAlexW1542704266MaRDI QIDQ805068

Tsukasa Fujiwara

Publication date: 1991

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250519893

zbMATH Keywords

stochastic differential equationadditive processstochastic flowjump processstationary independent increments

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (13)

Isotropic Lévy processes on Riemannian manifolds. ⋮ Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps. ⋮ Levy flows on manifolds and operator algebras ⋮ On a stochastic fractional partial differential equation driven by a Lévy space-time white noise ⋮ First-order linear Marcus SPDEs ⋮ Lévy flows and associated stochastic PDEs ⋮ Smoothness of the law of manifold-valued Markov processes with jumps ⋮ Canonical RDEs and general semimartingales as rough paths ⋮ Gradient formulas for jump processes on manifolds ⋮ Ergodicity of Lévy flows ⋮ Lévy processes on smooth manifolds with a connection ⋮ Deformations of cocycles, quantum Lévy processes and quantum stochastic flows ⋮ Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces

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