Convergence of stochastic flows with jumps and Levy processes in diffeomorphisms group

Hiroshi Kunita

Annales de l'I.H.P. Probabilités et statistiques (1986)

  • Volume: 22, Issue: 3, page 287-321
  • ISSN: 0246-0203

How to cite

top

Kunita, Hiroshi. "Convergence of stochastic flows with jumps and Levy processes in diffeomorphisms group." Annales de l'I.H.P. Probabilités et statistiques 22.3 (1986): 287-321. <http://eudml.org/doc/77281>.

@article{Kunita1986,
author = {Kunita, Hiroshi},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {stochastic flows with jumps; Levy processes; diffeomorphisms group},
language = {eng},
number = {3},
pages = {287-321},
publisher = {Gauthier-Villars},
title = {Convergence of stochastic flows with jumps and Levy processes in diffeomorphisms group},
url = {http://eudml.org/doc/77281},
volume = {22},
year = {1986},
}

TY - JOUR
AU - Kunita, Hiroshi
TI - Convergence of stochastic flows with jumps and Levy processes in diffeomorphisms group
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1986
PB - Gauthier-Villars
VL - 22
IS - 3
SP - 287
EP - 321
LA - eng
KW - stochastic flows with jumps; Levy processes; diffeomorphisms group
UR - http://eudml.org/doc/77281
ER -

References

top
  1. [1] P. Billingsley, Convergence of probability measures, John Wiley and Sons, New York, 1968. Zbl0172.21201MR233396
  2. [2] T. Fujiwara, H. Kunita, Stochastic differential equations of jump type and Levy processes in diffeomorphisms group, J. Math. Kyoto Univ., t. 25, 1985, p. 71-106. Zbl0575.60065MR777247
  3. [3] N. Ikeda, S. Watanabe, Stochastic differential equations and diffusion processes, North-Holland/Kodansha, 1981. Zbl0495.60005MR637061
  4. [4] J. Jacod, Processus à accroissements indépendants : Une condition nécessaire et suffisante de convergence en loi, Z. Warhscheinlichkeitstheorie verw. Gebiete, t. 63, 1983, p. 109-139. Zbl0526.60065MR699790
  5. [5] H. Kunita, On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms, Osaka J. Math., t. 21, 1984, p. 883-911. Zbl0549.60032MR765363
  6. [6] H. Kunita, Stochastic differential equations and stochastic flows of diffeomorphisms, Lecture Notes in Math., 1097, 1984, p. 144-303. Zbl0554.60066MR876080
  7. [7] H. Kunita, Tightness of probability measures in D([0, T]; C) and D([0, T]; D), J. Math. Soc. Japan, to appear. Zbl0606.60007MR833205
  8. [8] Y. Le Jan, Flots de diffusions dans Rd, C. R. Acad. Sci. Paris, t. 294, 1984, Série I, p. 697-699. Zbl0497.60070MR666621
  9. [9] Y. Le Jan, S. Watanabe, Stochastic flows of diffeomorphisms, Stochastic Analysis Proc. Taniguchi Conference. Kyoto, 1982, North-Holland/Kodansha, 1984. Zbl0552.60062MR780763
  10. [10] H. Matsumoto, I. Shigekawa, Limit theorems for stochastic flows of diffeomorphisms of jump type, Z. Warhscheinlichkeitstheorie verw. Gebiete, t. 69, 1985, p. 501-540. Zbl0548.60035MR791909
  11. [11] T.E. Harris, Brownian motions on the homeomorphisms of the plane, Ann. Probab., t. 9, 1981, p. 232-254. Zbl0457.60013MR606986

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.