Title of article :
Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps
Author/Authors :
Applebaum، نويسنده , , David F. Tang-Wai، نويسنده , , Fuchang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
We employ the interlacing construction to show that the solutions of stochastic differential equations on manifolds which are written in Marcus canonical form and driven by infinite-dimensional semimartingales with jumps give rise to stochastic flows of diffeomorphisms.
Keywords :
Semimartingale , manifold , Interlacing construction , Stochastic flow
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications