Some results about stochastic flows with and without jumps

DOI10.1007/BF00970803zbMATH Open0712.60038MaRDI QIDQ749019FDOQ749019

Authors: Bruno Bassan 

Publication date: 1990

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

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• MEASURE EVOLUTION FOR "STOCHASTIC FLOWS"
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• Tightness and Boundedness of Stochastic Flows

zbMATH Keywords

invariant measuresPoisson random measuressemigroupsStochastic flows of jump typefunction-valued Lévy processes

Mathematics Subject Classification ID

Random measures (60G57) Diffusion processes and stochastic analysis on manifolds (58J65) Foundations of stochastic processes (60G05)

Cites Work

• Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
• Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group
• Isotropic stochastic flows
• Title not available (Why is that?)
• Title not available (Why is that?)
• On isotropic brownian motions
• Limit theorems for stochastic flows of diffeomorphisms of jump type
• Brownian motions on the homeomorphisms of the plane
• Random stirring of the real line

Cited In (4)

• Brownian flow on a finite interval with jump boundary conditions
• On some properties of space inverses of stochastic flows
• Title not available (Why is that?)
• MEASURE EVOLUTION FOR "STOCHASTIC FLOWS"

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