On the Spatial Asymptotic Behavior of Stochastic Flows in
		 Euclidean Space

Imkeller, Peter; Scheutzow, Michael

On the Spatial Asymptotic Behavior of Stochastic Flows in Euclidean Space

Ann. Probab., Tome 27 (1999) no. 1, p. 109-129 / Harvested from Project Euclid

Résumé

We study asymptotic growth rates of stochastic flows on $\mathbf{R}^d$ and their derivatives with respect to the spatial parameter under Lipschitz conditions on the local characteristics of the generating semimartingales. In a first step these conditions are seen to imply moment inequalities for the flow $/phi$ of the form

Publié le : 1999-01-14
Classification: Stochastic differential equation, stochastic flow, spatial growth rate, modulus of continuity, GRR lemma, semimartingale, 60H10, 34F05, 60G48, 60G17

@article{1022677255,
     author = {Imkeller, Peter and Scheutzow, Michael},
     title = {On the Spatial Asymptotic Behavior of Stochastic Flows in
		 Euclidean Space},
     journal = {Ann. Probab.},
     volume = {27},
     number = {1},
     year = {1999},
     pages = { 109-129},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022677255}
}

Imkeller, Peter; Scheutzow, Michael. On the Spatial Asymptotic Behavior of Stochastic Flows in
		 Euclidean Space. Ann. Probab., Tome 27 (1999) no. 1, pp.  109-129. http://gdmltest.u-ga.fr/item/1022677255/