Measure-valued Markov processes and stochastic flows

被引：0

作者：

Dorogovtsev A.A. ^{[1
]}

机构：

[1] Institute of Mathematics, Ukrainian Academy of Sciences, Kiev

来源：

Ukrainian Mathematical Journal | 2002年 / 54卷 / 2期

关键词：

Markov Process; Individual Particle; Constant Mass; Additive Functional; Stochastic Flow;

D O I：

10.1023/A:1020182428332

中图分类号：

学科分类号：

摘要：

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. © 2002 Plenum Publishing Corporation.

引用

页码：218 / 232

页数：14

共 6 条

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[2]

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[3]

Dorogovtsev A.A., Stochastic flows and random measure-valued processes in abstract space, Abstracts of the International Conference "Stochastic Analysis and Its Applications" (Lviv, June 10-17, 2001), (2001)

[4]

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[5]

Dorogovtsev A.A., Goncharuk N.Yu., Local Times for Measure-Valued Ito's Stochastic Processes, (1995)

[6]

Ikeda N., Watanabe S., Stochastic Differential Equations and Diffusion Processes, (1981)

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