Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group (Q1063948): Difference between revisions

The aim of this paper is to study the structure of a class of stochastic flows; processes with values in the semigroup \(C(R^ d,R^ d)\) of continuous mappings on \(R^ d\) with stationary independent increments. First, we discuss the problem of constructing the flow by solving the stochastic differential equation based on a Lévy process on the linear space \(C(R^ d,R^ d)\). Such an S.D.E. is considered as an extension of a usual S.D.E. of jump type. Conversely, we discuss the problem of representing the flow as a system of solutions of the S.D.E. of the above type which is characterized by the flow itself. We also discuss the same problem in case of the flows with values in the semigroup of smooth mappings and the group of diffeomorphisms. The result we obtain is an extension of \textit{Y. Le Jan} and \textit{S. Watanabe}'s one [Stochastic analysis, Proc. Taniguchi Int. Symp., Katata \& Kyoto/Jap. 1982, North- Holland Math. Libr. 32, 307-332 (1984; Zbl 0552.60062)] for Brownian flows to discontinuous flows.