Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group (Q1819825)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group
scientific article

    Statements

    Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group (English)
    0 references
    0 references
    1986
    0 references
    Let \(\xi^ n_{s,t}\) be a sequence of stochastic flows with jumps generated by a sequence of Levy processes \(X^ n_ t\) with values in the vector space of smooth mappings of \({\mathbb{R}}^ d\). The author gives a criterion that \(\xi^ n_{s,t}\) converges weakly by means of the characteristics of the generators \(X^ n_ t\), \(n=1,2,... \). Also strong convergence of \(\xi^ n_{s,t}\) and \(X^ n_ t\) is considered. As an application the case where a stochastic flow \(\xi_{s,t}\) takes values in diffeomorphisms group of \({\mathbb{R}}^ d\) is studied.
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic flows with jumps
    0 references
    Levy processes
    0 references
    diffeomorphisms group
    0 references