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Diffeomorphic flows driven by Levy processes
Diffeomorphic flows Levy processes
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2010/10/29
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 L\'evy process whose paths have finite p-va...