|
Itô-Wiener expansion for functionals of the Arratia's flow n-point motion
G. V. Riabov Institute of Mathematics, NAS of Ukraine
Аннотация:
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.
Ключевые слова:
Brownian motion, Itô-Wiener expansion, coalescing stochastic flow.
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp14 https://www.mathnet.ru/rus/thsp/v19/i2/p64
|
Статистика просмотров: |
Страница аннотации: | 136 | PDF полного текста: | 67 | Список литературы: | 70 |
|