Support theorem on stochastic flows with interaction

• Date: 2006
• ISSN: 0321-3900
• 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
• 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.

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.