Spatial estimates for stochastic flows in Euclidean space

DOI10.1214/aop/1022855411zbMath0937.60056MaRDI QIDQ1307069

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

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 equation; stochastic flow; quadratic variation; local characteristics; spatial semimartingale

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H25: Random operators and equations (aspects of stochastic analysis)

60H20: Stochastic integral equations

Related Items

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., On the spatial asymptotic behavior of stochastic flows in Euclidean space, The stable manifold theorem for stochastic differential equations, Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs

Cites Work

• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Characteristic exponents and invariant manifolds in Hilbert space
• 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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