Measure-Valued Markov Processes and Stochastic Flows
We consider a new class of Markov processes in the space of measures with constant mass. We present the construction of such processes in terms of probabilities that control the motion of individual particles. We study additive functionals of such processes and give examples related to stochastic fl...
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| Datum: | 2002 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
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Institute of Mathematics, NAS of Ukraine
2002
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/4053 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860510184478081024 |
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| author | Dorogovtsev, A. A. Дороговцев, А. А. Дороговцев, А. А. |
| author_facet | Dorogovtsev, A. A. Дороговцев, А. А. Дороговцев, А. А. |
| author_sort | Dorogovtsev, A. A. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T20:20:24Z |
| description | We consider a new class of Markov processes in the space of measures with constant mass. We present the construction of such processes in terms of probabilities that control the motion of individual particles. We study additive functionals of such processes and give examples related to stochastic flows with interaction. |
| first_indexed | 2026-03-24T02:52:58Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-4053 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T02:52:58Z |
| publishDate | 2002 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/49/bab24e12001e007c3f712d635a5a3449.pdf |
| spelling | umjimathkievua-article-40532020-03-18T20:20:24Z Measure-Valued Markov Processes and Stochastic Flows Мерозначные марковские процессы и стохастические потоки Dorogovtsev, A. A. Дороговцев, А. А. Дороговцев, А. А. We consider a new class of Markov processes in the space of measures with constant mass. We present the construction of such processes in terms of probabilities that control the motion of individual particles. We study additive functionals of such processes and give examples related to stochastic flows with interaction. Розглядається новий клас марковських процесів у просторі мір із сталою масою. Наведено конструкцію таких процесів у термінах імовірностей, що керують переміщенням окремих частинок. Вивчаються адитивні функціонали від таких процесів та наведено приклади, пов'язані зі стохастичними потоками із взаємодією. Institute of Mathematics, NAS of Ukraine 2002-02-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4053 Ukrains’kyi Matematychnyi Zhurnal; Vol. 54 No. 2 (2002); 178-189 Український математичний журнал; Том 54 № 2 (2002); 178-189 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4053/4816 https://umj.imath.kiev.ua/index.php/umj/article/view/4053/4817 Copyright (c) 2002 Dorogovtsev A. A. |
| spellingShingle | Dorogovtsev, A. A. Дороговцев, А. А. Дороговцев, А. А. Measure-Valued Markov Processes and Stochastic Flows |
| title | Measure-Valued Markov Processes and Stochastic Flows |
| title_alt | Мерозначные марковские процессы и стохастические потоки |
| title_full | Measure-Valued Markov Processes and Stochastic Flows |
| title_fullStr | Measure-Valued Markov Processes and Stochastic Flows |
| title_full_unstemmed | Measure-Valued Markov Processes and Stochastic Flows |
| title_short | Measure-Valued Markov Processes and Stochastic Flows |
| title_sort | measure-valued markov processes and stochastic flows |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4053 |
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