On some properties of space inverses of stochastic flows

DOI10.1007/s40072-015-0056-8zbMath1337.60124arXiv1411.6277OpenAlexW2964286384MaRDI QIDQ282597

James-Michael Leahy, Remigijus Mikulevičius

Publication date: 12 May 2016

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.6277

zbMATH Keywords

stochastic flowsstrong limit theoremdegenerate stochastic parabolic PDEsjump stochastic differential equationsmoment estimatesstochastic characteristicsstochastic transport equation

Mathematics Subject Classification ID

Related Items (4)

Davie's type uniqueness for a class of SDEs with jumps ⋮ On classical solutions of linear stochastic integro-differential equations ⋮ A Feynman-Kac formula for stochastic Dirichlet problems ⋮ Lagrangian averaged stochastic advection by Lie transport for fluids

Cites Work

• Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type
• Properties of solutions of stochastic differential equations
• Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Global inversion of functions: An introduction
• Elliptic partial differential equations of second order
• Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group
• On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
• Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
• Some remarks about backward itô formula and applications
• Stochastic flow for SDEs with jumps and irregular drift term
• Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
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