The interlacing construction for stochastic flows of diffeomorphisms on Euclidean spaces (Q2767485)
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scientific article; zbMATH DE number 1697519
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| English | The interlacing construction for stochastic flows of diffeomorphisms on Euclidean spaces |
scientific article; zbMATH DE number 1697519 |
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1 September 2002
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semimartingale
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stochastic flow
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diffeomorphism
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exponential map
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interlacing construction
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The interlacing construction for stochastic flows of diffeomorphisms on Euclidean spaces (English)
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This paper investigates stochastic differential equations driven by infinite-dimensional semimartingales with jumps and shows that both the solution flow and the derivative flow can be represented as almost-sure limits of sequences that consist of random motion with continuous sample paths which are interlaced with random jumps. Thus, new transparent proofs of the diffeomorphism property of such flows can be obtained.
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0.8788101077079773
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0.7905146479606628
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0.7905146479606628
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