Theory of Stochastic Processes
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Theory Stoch. Process.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Theory of Stochastic Processes, 2014, Volume 19(35), Issue 2, Pages 64–89 (Mi thsp14)  

Itô-Wiener expansion for functionals of the Arratia's flow n-point motion

G. V. Riabov

Institute of Mathematics, NAS of Ukraine
References:
Abstract: The structure of square integrable functionals measurable with respect to the $n$-point motion of the Arratia flow is studied. Relying on the change of measure technique, a new construction of multiple stochastic integrals along trajectories of the flow is presented. The analogue of the Itô-Wiener expansion for square integrable functionals from the Arratia's flow $n$-point motion is constructed.
Keywords: Brownian motion, Itô-Wiener expansion, coalescing stochastic flow.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-90406_Укр_а
The work was partially supported by the Presidium of National Academy of Sciences of Ukraine as a part of the joint scientific project with the Russian foundation of fundamental research, project number 09-01-14
Bibliographic databases:
Document Type: Article
MSC: Primary 60H07; Secondary 60H05, 60H30, 60H40, 60K35
Language: English
Citation: G. V. Riabov, “Itô-Wiener expansion for functionals of the Arratia's flow n-point motion”, Theory Stoch. Process., 19(35):2 (2014), 64–89
Citation in format AMSBIB
\Bibitem{Rya14}
\by G.~V.~Riabov
\paper It\^o-Wiener expansion for functionals of the Arratia's flow n-point motion
\jour Theory Stoch. Process.
\yr 2014
\vol 19(35)
\issue 2
\pages 64--89
\mathnet{http://mi.mathnet.ru/thsp14}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3405384}
Linking options:
  • https://www.mathnet.ru/eng/thsp14
  • https://www.mathnet.ru/eng/thsp/v19/i2/p64
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Theory of Stochastic Processes
    Statistics & downloads:
    Abstract page:135
    Full-text PDF :67
    References:70
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024