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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Bibliographic Details
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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Ukrains’kyi Matematychnyi Zhurnal