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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2015 Volume 20(36), Issue 1, Pages 63–77 (Mi thsp96)

Krylov–Veretennikov representation for the $m$-point motion of a discrete-time flow

E. V. Glinyanaya

Institute of Mathematics of Ukrainian National Academy of Sciences

Abstract: We consider a discrete-time stochastic flow which can be regarded as an approximation to a flow of Brownian particles with interaction. For the $m$-point motion of such discrete-time flow we present a discrete analogue of Krylov-Veretennikov expansion.

Keywords: Random interaction systems, discrete-time flow, Ito-Wiener expansion.

MSC: 60H25, 60K37, 60H40

Language: English



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