Stochastic flows and the C0-diffusion property

DOI10.1080/17442508208833205MaRDI QIDQ3951292zbMATH OpenOpenAlexFDO

Authors K. D. Elworthy

Publication date 1982

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508208833205

zbMATH Keywords

action of diffeomorphism group on the space of functionsassociated Markov semigroupcontinuous diffusiondiffeomorphism propertyinfinitesimal generatorstochastic differential equationstochastic flows

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34K99) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites work

• A generalized formula of Ito and some other properties of stochastic flows
• scientific article; zbMATH DE number 3686520 (Why is no real title available?)
• On backward stochastic differential equations
• The parabolic differential equations and the associated semigroups of transformation

Cited in

(8)

• Properties at infinity of diffusion semigroups and stochastic flows via weak uniform covers
• Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
• On conservation of probability and the Feller property
• Liouville theorems for symmetric diffusion operators on complete Riemannian manifolds
• On the stochastic flow generated by the one default model in one-dimensional case
• Flows of stochastic dynamical systems: The functional analytic approach
• Dirichlet regularity and degenerate diffusion
• A necessary and sufficient condition for the global-in-time existence of solutions to stochastic differential and parabolic equations on manifolds

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