Tightness and Boundedness of Stochastic Flows
Authors:
Hong Zhang a;
D. Kannan b
| Affiliations: | a Department of Mathematics, University of Wisconsin at Oshkosh, Oshkosh, Wisconsin, USA |
| b Department of Mathematics, University of Georgia, Athens, Georgia, USA |
DOI:
10.1081/SAP-120017541
Publication Frequency:
6 issues per year
Published in:
Stochastic Analysis and Applications,
Volume
21,
Issue
1
January
2003
, pages 235
- 263
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Abstract
In Basak and Kannan, (Basak, G.K.; Kannan, D. Volume nullification and asymptotic flatness of degenerate diffusions. Stoch. Anal. Appl. 1996, 14, 131-148) the authors made a conjectural remark about the relationship between the boundedness and tightness of a degenerate diffusion process
(restated in the introductory section below). In the present article we investigate these relationships for the Brownian and L vy flows in particular; some of these results hold for more general forward stochastic flows. Particularly, we show that (a) when the flow is an Lp-random field and is also tight for each x, then as t→∞, then the flow cannot be tight for all x. We establish some relationship between tightness and asymptotic behavior of the infinitesimal generator of and also discuss the almost sure boundedness of the flow.
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(restated in the introductory section below). In the present article we investigate these relationships for the Brownian and L
vy flows in particular; some of these results hold for more general forward stochastic flows. Particularly, we show that (a) when the flow
is an Lp-random field and is also tight for each x, then
as t→∞, then the flow cannot be tight for all x. We establish some relationship between tightness and asymptotic behavior of the infinitesimal generator of
and also discuss the almost sure boundedness of the flow.
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