Use this URL to cite or link to this record in EThOS:
Title: Stochastic dynamical systems and processes with discontinuous sample paths
Author: Rogerson, Stephen John
ISNI:       0000 0001 3533 8077
Awarding Body: University of Warwick
Current Institution: University of Warwick
Date of Award: 1981
Availability of Full Text:
Access from EThOS:
Access from Institution:
Chapter 1 we use a Poisson stochastic measure to establish a method of localizing, and a change of chart formula for, a class of stochastic differential equations with discontinuous sample paths. This is based on Gikhman and Skorohod [4]. In Chapter 2 we use essentially the method of Elworthy [2], to construct a unique, maximal solution to a stochastic differential equation defined on a manifold M. Chapter 3 establishes some properties of solutions of the equation. In particular if M is compact, then the solutions have infinite explosion time. We evaluate the infinitesimal generator of the process. By defining stochastic development of a-stable processes on the tangent space, we produce a process on the manifold which, as is shown in Section 6, is not a-stable on M.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: QA Mathematics