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- W1678996914 abstract "We prove that the stochastic differential equation $$ Y_{s,t}(x) = Y_{s,s}(x) + int_0^{t-s} f(Y_{s,s+u}(x)) dX_{s+u}, Y_{s,s}(x)=xinR^d. $$ driven by a Levy process whose paths have finite p-variation almost surely for some $pin[1,2)$ defines a flow of locally C^1-diffeomorphisms provided the vector field f is $alpha$-Lipschitz for some $alpha>p$. Using a path- wise approach we relax the smoothness condition normally required for a class of discontinuous semi-martingales." @default.
- W1678996914 created "2016-06-24" @default.
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- W1678996914 date "2000-01-04" @default.
- W1678996914 modified "2023-09-27" @default.
- W1678996914 title "Diffeomorphic flows driven by Levy processes" @default.
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