Stability in distribution of forward stochastic flows

DOI10.1216/JIEA/996986962MaRDI QIDQ5955627zbMATH OpenOpenAlexFDO

Authors Devika Kannan, Hong Zhang

Publication date 11 September 2003

Published in Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL http://math.la.asu.edu/~rmmc/jie/VOL13-2/CONT13-2/CONT13-2.html

zbMATH Keywords

local characteristicforward stochastic flowstability in distributions

Mathematics Subject Classification ID

Stochastic analysis (60H99)

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Cites work

• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• scientific article; zbMATH DE number 195091 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• A class of limit theorems for singular diffusions
• Distances of Probability Measures and Random Variables
• On the singularN-Point Motion of A Brownian Flow: Asymptotic Flatness and Invariant Measure
• Stability in distribution and volume nullification of levy flow

Cited in

(4)

• Tightness and Boundedness of Stochastic Flows
• On the stochastic flow generated by the one default model in one-dimensional case
• Stability in distribution and volume nullification of levy flow
• Stochastic flows and the forward measure

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