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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.

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Bibliographic Details
Main Author: Pilipenko, A.Yu.
Format: Article
Language:English
Published: Інститут математики НАН України 2006
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/4448
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