Measure-valued diffusion

Measure-valued diffusion

We consider the class of continuous measure-valued processes {μ t } on a finite-dimensional Euclidean space X for which ∫fd μ t is a semimartingale with absolutely continuous characteristics with respect to t for all f:X→R smooth enough. It is shown that, under some general condition, the Markov pro...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Datum:	1997
1. Verfasser:	Skorokhod, A.V.
Format:	Artikel
Sprache:	English
Veröffentlicht:	Інститут математики НАН України 1997
Schriftenreihe:	Український математичний журнал
Schlagworte:	Статті
Online Zugang:	http://dspace.nbuv.gov.ua/handle/123456789/156481
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren:	Measure-valued diffusion / A.V. Skorokhod // Український математичний журнал. — 1997. — Т. 49, № 3. — С. 458–464. — Бібліогр.: 6 назв. — англ.

Institution

Digital Library of Periodicals of National Academy of Sciences of Ukraine

Ähnliche Einträge

On randomly perturbed linear oscillating mechanical systems
von: Skorokhod, A.V.
Veröffentlicht: (2000)

Group classification of systems of nonlinear reaction-diffusion equations with triangular diffusion matrix
von: Nikitin, A.G.
Veröffentlicht: (2007)

Nonexplosion and solvability of nonlinear diffusion equations on noncompact manifolds
von: Antoniouk, A.Val., et al.
Veröffentlicht: (2007)

Diffusion approximation of stochastic Markov models with persistent regression
von: Koroliuk, D., et al.
Veröffentlicht: (1995)

Admissible vector fields and related diffusions on infinite-dimensional manifolds
von: Elworthy, K.D., et al.
Veröffentlicht: (1997)

Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
von: Korolyuk, V.S., et al.
Veröffentlicht: (2005)

The martingale problem for a measure-valued process with heavy diffusing particles
von: V. V. Konarovskii
Veröffentlicht: (2011)

Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem
von: Kulik, A.M.
Veröffentlicht: (2008)

Renormalization constant for the local times of self-intersections of a diffusion process in the plane
von: Izyumtseva, O.L.
Veröffentlicht: (2008)

Diffusion approximation of the Wright-Fisher model of population genetics: Single-locus two alleles
von: Coad, R.W.
Veröffentlicht: (2000)

On the Optimal Recovery of Integrals of Set-Valued Functions
von: Babenko, V.F., et al.
Veröffentlicht: (2015)

Value-sharing and uniqueness of entire functions
von: Wu, Chun
Veröffentlicht: (2014)

Continuity with respect to initial data and absolute-continuity approach to the first-order regularity of nonlinear diffusions on noncompact manifolds
von: Antoniouk, A.Val., et al.
Veröffentlicht: (2008)

Deformations of circle-valued Morse functions on surfaces
von: Maksymenko, S.I.
Veröffentlicht: (2010)

Multipoint boundary-value problems with pulse effects
von: Karandjulov, L.I.
Veröffentlicht: (1995)

On the relation between measures defining the Stieltjes and the inverted Stieltjes functions
von: Gilewicz, J., et al.
Veröffentlicht: (2010)

Stability analysis with respect to two measures of impulsive systems under structural perturbations
von: Martynyuk, A.A., et al.
Veröffentlicht: (1999)

Elliptic Boundary-Value Problems in the Sense of Lawruk on Sobolev and Hörmander Spaces
von: Murach, A.A., et al.
Veröffentlicht: (2015)

Solvability of boundary-value problems for nonlinear fractional differential equations
von: Guo, Y.
Veröffentlicht: (2010)

Generalized Green's matrix for linear pulse boundary-value problems
von: Karandjulov, L.I.
Veröffentlicht: (1994)

On the Regularity of Distribution for a Solution of SDE of a Jump Type with Arbitrary Levy Measure of the Noise
von: Kulik, A.M.
Veröffentlicht: (2005)

Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
von: Kachanovskii, N.A.
Veröffentlicht: (2005)

Solvability of inhomogeneous boundary-value problems for fourth-order differential equations
von: Avci, H., et al.
Veröffentlicht: (2011)

Notes on the uniqueness and value sharing for meromorphic functions concerning differential polynomials
von: Li, Jin-Dong
Veröffentlicht: (2014)

Separation problem for a family of Borel and Baire G-powers of shift measures on R
von: Zerakidze, Z., et al.
Veröffentlicht: (2013)

Invariant measures for discrete dynamical systems and ergodic properties of generalized Boole-type transformations
von: Блекмор, Д., et al.
Veröffentlicht: (2013)

Markov Uniqueness and Rademacher Theorem for Smooth Measures on an Infinite-Dimensional Space under Successful-Filtration Condition
von: Kulik, A.M.
Veröffentlicht: (2005)

Periodic boundary-value problem for third-order linear functional differential equations
von: Hakl, R.
Veröffentlicht: (2008)

Robustness of the exponential dichotomies of boundary-value problems for the general first-order hyperbolic systems
von: Kmit, I.Ya., et al.
Veröffentlicht: (2013)

Mixed boundary-value problem for linear second-order nondivergent parabolic equations with discontinuous coefficients
von: Guliyev, A.F., et al.
Veröffentlicht: (2014)

Value-sharing problem for p-adic meromorphic functions and their difference operators and difference polynomials
von: Vu Hoai An, et al.
Veröffentlicht: (2012)

Systems of φ-Laplacian three-point boundary-value problems on the positive half-line
von: Djebali, S., et al.
Veröffentlicht: (2015)

Singularly perturbed linear boundary-value problems with pulse effects and the regular reduced problem
von: Karandjulov, L.I.
Veröffentlicht: (1995)

On the smoothness of a solution of the first boundary-value problem for second-order degenerate elliptic-parabolic equations
von: Gadjiev, T.S., et al.
Veröffentlicht: (2008)

Existence principles for higher-order nonlocal boundary-value problems and their applications to singular Sturm-Liouville problems
von: Stanek, S.
Veröffentlicht: (2008)

A priori estimates for solutions of the first initial boundary-value problem for systems of fully nonlinear partial differential equation
von: Belopol’skaya, Ya.I.
Veröffentlicht: (1997)

On the smoothness of a generalized solution of the first initial boundary-value problem for strongly parabolic systems in a cylinder with nonsmooth base with respect to time variable
von: Nguyen Manh Hung, et al.
Veröffentlicht: (2004)

Hedging of options under mean-square criterion and semi-Markov volatility
von: Svishchuk, A.V.
Veröffentlicht: (1995)

Strengthening of the Kolmogorov Comparison Theorem and Kolmogorov Inequality and Their Applications
von: Kofanov, A.V.
Veröffentlicht: (2002)

Existence of а multiplicative basis for a finitely spaced module over an aggregate
von: Roiter, A.V., et al.
Veröffentlicht: (1994)