Diffeomorphic flows driven by Levy processes
| dc.creator | Williams, David R. E. | |
| dc.date | 2000-01-04 | |
| dc.date.accessioned | 2026-07-07T04:33:11Z | |
| dc.date.available | 2026-07-07T04:33:11Z | |
| dc.description | We prove that the stochastic differential equation $$ Y_{s,t}(x) = Y_{s,s}(x) + \int_0^{t-s} f(Y_{s,s+u}(x)) dX_{s+u}, Y_{s,s}(x)=x\in\R^d. $$ driven by a Lévy process whose paths have finite p-variation almost surely for some $p\in[1,2)$ defines a flow of locally C^1-diffeomorphisms provided the vector field f is $α$-Lipschitz for some $α>p$. Using a path- wise approach we relax the smoothness condition normally required for a class of discontinuous semi-martingales. | |
| dc.identifier | https://arxiv.org/abs/math/0001016 | |
| dc.identifier | http://arxiv.org/abs/math/0001016 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/58480 | |
| dc.subject | Probability | |
| dc.subject | 60H20 | |
| dc.title | Diffeomorphic flows driven by Levy processes | |
| dc.type | text |