Support theorem on stochastic flows with interaction
We prove an analogue of the Stroock–Varadhan theorem for stochastic flows describing a motion of interacting particles in a random media. A version of the Itˆo lemma for functions on a measure-valued process is obtained.
Збережено в:
| Дата: | 2006 |
|---|---|
| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2006
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4448 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | Support theorem on stochastic flows with interaction / A.Yu. Pilipenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 127–141. — Бібліогр.: 13 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4448 |
|---|---|
| record_format |
dspace |
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irk-123456789-44482009-11-11T12:00:39Z Support theorem on stochastic flows with interaction Pilipenko, A.Yu. We prove an analogue of the Stroock–Varadhan theorem for stochastic flows describing a motion of interacting particles in a random media. A version of the Itˆo lemma for functions on a measure-valued process is obtained. 2006 Article Support theorem on stochastic flows with interaction / A.Yu. Pilipenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 127–141. — Бібліогр.: 13 назв.— англ. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4448 519.21 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
We prove an analogue of the Stroock–Varadhan theorem for stochastic flows describing
a motion of interacting particles in a random media. A version of the Itˆo lemma
for functions on a measure-valued process is obtained. |
| format |
Article |
| author |
Pilipenko, A.Yu. |
| spellingShingle |
Pilipenko, A.Yu. Support theorem on stochastic flows with interaction |
| author_facet |
Pilipenko, A.Yu. |
| author_sort |
Pilipenko, A.Yu. |
| title |
Support theorem on stochastic flows with interaction |
| title_short |
Support theorem on stochastic flows with interaction |
| title_full |
Support theorem on stochastic flows with interaction |
| title_fullStr |
Support theorem on stochastic flows with interaction |
| title_full_unstemmed |
Support theorem on stochastic flows with interaction |
| title_sort |
support theorem on stochastic flows with interaction |
| publisher |
Інститут математики НАН України |
| publishDate |
2006 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4448 |
| citation_txt |
Support theorem on stochastic flows with interaction / A.Yu. Pilipenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 127–141. — Бібліогр.: 13 назв.— англ. |
| work_keys_str_mv |
AT pilipenkoayu supporttheoremonstochasticflowswithinteraction |
| first_indexed |
2023-03-24T08:30:12Z |
| last_indexed |
2023-03-24T08:30:12Z |
| _version_ |
1796139181666205696 |