Spatial estimates for stochastic flows in Euclidean space

被引:0
|
作者
Mohammed, SEA [1 ]
Scheutzow, MKR
机构
[1] So Illinois Univ, Dept Math, Carbondale, IL 62901 USA
[2] Tech Univ Berlin, Fachbereich 3, D-10623 Berlin, Germany
来源
ANNALS OF PROBABILITY | 1998年 / 26卷 / 01期
关键词
stochastic flow; spatial semimartingale; local characteristics; quadratic variation; stochastic differential equation (sde);
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study the behavior for large \x\ of Kunita-type stochastic flows phi(t, omega, x) on R-d, driven by continuous spatial semimartingales. For this class of flows we prove new spatial estimates for large \x\, under very mild regularity conditions on the driving semimartingale random field. It is expected that the results would be of interest for the theory of stochastic flows on noncompact manifolds as well as in the study of nonlinear filtering, stochastic functional and partial differential equations. Some examples and counterexamples are given.
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页码:56 / 77
页数:22
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