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 |
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| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2006
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| Онлайн доступ: | https://nasplib.isofts.kiev.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| Резюме: | 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. |
|---|