Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms

Continuous stochastic differential equations (SDE) based on Brownian motions have been studied a lot. Among them, pathwise properties of the solution such as the continuity, the differentiability and the diffeomorphic properties of the solution with respect to the initial state were studied in detail in the past two decades. Some of these results can be found in the author's book [13].

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