Decomposition of stochastic flows generated by Stratonovich SDEs with jumps

DOI10.3934/dcdsb.2016094zbMath1353.60055arXiv1504.06562OpenAlexW2962879363MaRDI QIDQ727482

Paulo R. Ruffino, Alison M. Melo, Leandro Batista Morgado

Publication date: 7 December 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.06562

zbMATH Keywords

semimartingalesstochastic flowsdiffeomorphism groupMarcus equationsmooth distributionsStratonovich stochastic diferential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Groups of diffeomorphisms and homeomorphisms as manifolds (58D05) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items

Geometric aspects of Young integral: decomposition of flows ⋮ Topology of foliations and decomposition of stochastic flows of diffeomorphisms

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