Spatial estimates for stochastic flows in Euclidean space

DOI10.1214/AOP/1022855411zbMath0937.60056OpenAlexW2047559112MaRDI QIDQ1307069

Michael K. R. Scheutzow, Salah-Eldin A. Mohammed

Publication date: 7 June 2000

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855411

zbMATH Keywords

stochastic differential equationstochastic flowquadratic variationlocal characteristicsspatial semimartingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integral equations (60H20)

Related Items (9)

Existence and uniqueness of solutions for the Schrödinger integrable boundary value problem ⋮ Hilbert-valued self-intersection local times for planar Brownian motion ⋮ The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow. ⋮ The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem. ⋮ Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs ⋮ On some applications of Sobolev flows of SDEs with unbounded drift coefficients ⋮ On the spatial asymptotic behavior of stochastic flows in Euclidean space ⋮ The stable manifold theorem for stochastic differential equations ⋮ Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation

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• On the gap between deterministic and stochastic ordinary differential equations
• Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. I: The multiplicative ergodic theory
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations

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