Open Access. Powered by Scholars. Published by Universities.®

Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

1998

stochastic differential equation (s.d.e.)

Articles 1 - 1 of 1

Full-Text Articles in Mathematics

Spatial Estimates For Stochastic Flows In Euclidean Space, Salah-Eldin A. Mohammed, Michael K. R. Scheutzow Jan 1998

Spatial Estimates For Stochastic Flows In Euclidean Space, Salah-Eldin A. Mohammed, Michael K. R. Scheutzow

Articles and Preprints

We study the behavior for large |x| of Kunita-type stochastic flows φ(t, ω, x) on Rd, 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.