Limit theorems for stochastic flows of diffeomorphisms of jump type

DOI10.1007/BF00532664zbMath0548.60035OpenAlexW1996165165MaRDI QIDQ3339857

Ichiro Shigekawa, Hiroyuki Matsumoto

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532664

zbMATH Keywords

projective limitstationary Poisson point process

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

Invariant Gibbs dynamics for the two-dimensional Zakharov-Yukawa system ⋮ T. E. Harris's contributions to recurrent Markov processes and stochastic flows ⋮ Riesz transform and integration by parts formulas for random variables ⋮ Some results about stochastic flows with and without jumps

Cites Work

• Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
• Brownian motions on the homeomorphisms of the plane
• Random stirring of the real line
• The central limit problem for geodesic random walks
• Isotropic Transport Process on a Riemannian Manifold
• A METHOD OF CONSTRUCTION OF MEASURES ON FUNCTION SPACES AND ITS APPLICATIONS TO STOCHASTIC PROCESSES
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