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
Pages :
18
From page :
219
To page :
236
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
Serial Year :
2001
Journal title :
Stochastic Processes and their Applications
Record number :
1576789
Link To Document :
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