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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
Date:	2006
Main Author:	Pilipenko, A.Yu.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2006
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/4448
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Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	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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