Kunita, Hiroshi Stochastic differential equations with jumps and stochastic flows of diffeomorphisms. (English) Zbl 0899.60048 Ikeda, N. (ed.) et al., Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Tokyo: Springer. 197-211 (1996). The author considers a class of stochastic differential equations driven by a Lévy process or a semimartingale with jumps. He proves results concerning the existence and regularity (continuity and smoothness) of the asssociated stochastic flow.For the entire collection see [Zbl 0852.00016]. Reviewer: D.R.Bell (Jacksonville) Cited in 14 Documents MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) Keywords:stochastic differential equation; Lévy process; semimartingale PDFBibTeX XMLCite \textit{H. Kunita}, in: Itô's stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Tokyo: Springer. 197--211 (1996; Zbl 0899.60048)