One version of the clark representation theorem for arratia flows
The article contains the description of functionals from a family of coalescing Brownian particles. A new type of the stochastic integral is introduced and used.
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| Date: | 2005 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2005
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4426 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | One version of the clark representation theorem for arratia flows / A.A. Dorogovtsev // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 63–70. — Бібліогр.: 4 назв.— англ. |