Some results about stochastic flows with and without jumps (Q749019)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Some results about stochastic flows with and without jumps
scientific article

    Statements

    Some results about stochastic flows with and without jumps (English)
    0 references
    1990
    0 references
    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.
    0 references
    Stochastic flows of jump type
    0 references
    function-valued Lévy processes
    0 references
    invariant measures
    0 references
    semigroups
    0 references
    Poisson random measures
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references