Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps.

DOI10.1016/S0304-4149(00)00091-0MaRDI QIDQ1879532zbMATH OpenFDO

Authors Fuchang Tang, David Applebaum

Publication date 22 September 2004

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

manifoldsemimartingalestochastic flowinterlacing construction

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

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• The interlacing construction for stochastic flows of diffeomorphisms on Euclidean spaces

Cited in

(13)

• Pseudo-differential operators and Markov semigroups on compact Lie groups
• Markov processes with jumps on manifolds and Lie groups
• Ergodicity of Lévy flows
• On the stochastic flow generated by the one default model in one-dimensional case
• Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise
• Random transformations and invariance of semimartingales on Lie groups
• Decomposition of stochastic flows generated by Stratonovich SDEs with jumps
• The interlacing construction for stochastic flows of diffeomorphisms on Euclidean spaces
• scientific article; zbMATH DE number 140570 (Why is no real title available?)
• scientific article; zbMATH DE number 3879850 (Why is no real title available?)
• Limit theorems for stochastic flows of diffeomorphisms of jump type
• Existence, uniqueness and regularity w.r.t. the initial condition of mild solutions of SPDEs driven by Poisson noise
• Canonical RDEs and general semimartingales as rough paths

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