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Эта публикация цитируется в 1 научной статье (всего в 1 статье)
The martingale problem for a measure-valued process with heavy diffusing particles
V. V. Konarovskii Yuriy Fedkovych Chernivtsi National University, 2, Kotsyubyns'kyi Str., Chernivtsi 58012, Ukraine
Аннотация:
A mathematical model of the joint motion of diffusing particles with mass, which influences the coefficient of diffusion, is considered. Particles start from some set of points on a line, move independently until the time of collision, and then are stuck, with their masses added. It is shown that the measure-valued process describing the given model is the unique solution of the martingale problem in the introduced space of integer-valued measures.
Ключевые слова:
Martingale problem, process with heavy diffusing particles, system of interacting particles, generator, Markov process.
Образец цитирования:
V. V. Konarovskii, “The martingale problem for a measure-valued process with heavy diffusing particles”, Theory Stoch. Process., 17(33):1 (2011), 50–60
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp40 https://www.mathnet.ru/rus/thsp/v17/i1/p50
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Страница аннотации: | 117 | PDF полного текста: | 42 | Список литературы: | 29 |
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