RUS  ENG
Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2015, том 20(36), выпуск 1, страницы 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

Аннотация: 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.

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

MSC: 60H25, 60K37, 60H40

Язык публикации: английский



Реферативные базы данных:


© МИАН, 2024