Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps

David Applebaum and Fuchang Tang

Stochastic Processes and their Applications, 2001, vol. 92, issue 2, 219-236

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; Stochastic; flow; Interlacing; construction (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (1)

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