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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| Date: | 2002 |
|---|---|
| Main Authors: | Dorogovtsev, A. A., Дороговцев, А. А. |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2002
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4053 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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