Spatial Estimates for Stochasticflows in Euclidean Space

  title={Spatial Estimates for Stochasticflows in Euclidean Space},
  author={A A Salah-Eldin and Mohammedz and R. MichaelK. and ScheutzowyAbstract},
We study the behavior for large jxj of Kunita-type stochastic ows (t; !; x) on R d , driven by continuous spatial semimartingales. For this class of ows we prove new spatial estimates for large jxj, under very mild regularity conditions on the driving semimartingale random eld. It is expected that the results would be of interest for the theory of stochastic ows on non-compact manifolds as well as in the study of non-linear ltering, stochastic functional and partial diierential equations (cf. O… CONTINUE READING

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