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Real and Stochastic Analysis pp 305–373Cite as

Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms

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Abstract

Continuous stochastic differential equations (SDE) based on Brownian motions have been studied a lot. Among them, pathwise properties of the solution such as the continuity, the differentiability and the diffeomorphic properties of the solution with respect to the initial state were studied in detail in the past two decades. Some of these results can be found in the author's book [13].

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References

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Author information

Authors and Affiliations

  1. Department of Mathematical Sciences, Nanzan University, Seirei-cho, Seto, 489-0863, Japan

    Hiroshi Kunita

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  1. Hiroshi Kunita
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Editor information

Editors and Affiliations

  1. Department of Mathematics, University of California, Riverside, CA, 92521, USA

    M. M. Rao

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© 2004 Birkhäuser Boston

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Kunita, H. (2004). Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms. In: Rao, M.M. (eds) Real and Stochastic Analysis. Trends in Mathematics. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-2054-1_6

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  • DOI: https://doi.org/10.1007/978-1-4612-2054-1_6

  • Publisher Name: Birkhäuser Boston

  • Print ISBN: 978-1-4612-7397-4

  • Online ISBN: 978-1-4612-2054-1

  • eBook Packages: Springer Book Archive

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