Some results about stochastic flows with and without jumps (Q749019)
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scientific article; zbMATH DE number 4172058
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| English | Some results about stochastic flows with and without jumps |
scientific article; zbMATH DE number 4172058 |
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Some results about stochastic flows with and without jumps (English)
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1990
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Stochastic flows of jump type and function-valued Lévy processes are considered. The notion of variation of such processes is introduced and sufficient conditions for its boundedness are provided. The nature of the invariant measures for the semigroups associated to the n-point motions induced by a flow is also considered. Conditions are given for the flow to preserve Poisson random measures.
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Stochastic flows of jump type
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function-valued Lévy processes
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invariant measures
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semigroups
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Poisson random measures
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0.7878109216690063
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0.7876636981964111
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0.7714169025421143
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0.7709819674491882
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