Support theorem on stochastic flows with interaction
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Support theorem on stochastic flows with interaction
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| Creator |
Pilipenko, A.Yu.
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| Description |
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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| Date |
2009-11-10T14:53:06Z
2009-11-10T14:53:06Z 2006 |
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| Type |
Article
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| Identifier |
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.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4448 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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