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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Datum:2006
1. Verfasser: Pilipenko, A.Yu.
Format: Artikel
Sprache:Englisch
Veröffentlicht: Інститут математики НАН України 2006
Online Zugang: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
Zitieren: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.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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author Pilipenko, A.Yu.
author_facet Pilipenko, A.Yu.
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.
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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.
first_indexed 2025-11-28T06:30:47Z
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publisher Інститут математики НАН України
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spelling Pilipenko, A.Yu.
2009-11-10T14:53:06Z
2009-11-10T14:53:06Z
2006
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
https://nasplib.isofts.kiev.ua/handle/123456789/4448
519.21
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.
en
Інститут математики НАН України
Support theorem on stochastic flows with interaction
Article
published earlier
spellingShingle Support theorem on stochastic flows with interaction
Pilipenko, A.Yu.
title 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_short Support theorem on stochastic flows with interaction
title_sort support theorem on stochastic flows with interaction
url https://nasplib.isofts.kiev.ua/handle/123456789/4448
work_keys_str_mv AT pilipenkoayu supporttheoremonstochasticflowswithinteraction