Stochastic differential equations of jump type on manifolds and Lévy flows

DOI10.1215/KJM/1250519893MaRDI QIDQ805068zbMATH OpenOpenAlexFDO

Authors Tsukasa Fujiwara

Publication date 1991

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250519893

zbMATH Keywords

stochastic differential equationadditive processjump processstochastic flowstationary independent increments

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(19)

• Lévy processes on smooth manifolds with a connection
• Wasserstein distance on solutions to stochastic differential equations with jumps
• Ergodicity of Lévy flows
• Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces
• On a stochastic fractional partial differential equation driven by a Lévy space-time white noise
• First-order linear Marcus SPDEs
• Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
• Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group
• scientific article; zbMATH DE number 816107 (Why is no real title available?)
• Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps.
• Isotropic Lévy processes on Riemannian manifolds.
• Deformations of cocycles, quantum Lévy processes and quantum stochastic flows
• Lévy flows on manifolds and Lévy processes on Lie groups
• Levy flows on manifolds and operator algebras
• Smoothness of the law of manifold-valued Markov processes with jumps
• Gradient formulas for jump processes on manifolds
• Canonical RDEs and general semimartingales as rough paths
• Lévy flows and associated stochastic PDEs
• Stable manifolds for stochastic flows induced by Lévy processes on Lie groups

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