Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Georgii V. Riabov"'
Publikováno v:
Stochastic Processes and their Applications. 130:4910-4926
This work is devoted to long-time properties of the Arratia flow with drift – a stochastic flow on R whose one-point motions are weak solutions to a stochastic differential equation d X ( t ) = a ( X ( t ) ) d t + d w ( t ) that move independently
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::33d07bc921d7fc9967bc26904dae48fe
https://doi.org/10.1016/j.spa.2020.02.005
https://doi.org/10.1016/j.spa.2020.02.005
Autor:
Georgii V. Riabov
We study the distribution of a Brownian motion conditioned to start from the boundary of an open set G and to stay in G for a finite period of time. The characterizations of distributions of this kind in terms of certain singular stochastic different
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e6f8994e17b5437f7b7d74ee3e3b8172
http://arxiv.org/abs/2010.00260
http://arxiv.org/abs/2010.00260
In the article we present chaotic decomposition and analog of the Clark formula for the local time of Gaussian integrators. Since the integral with respect to Gaussian integrator is understood in Skorokhod sense, then there exist more than one Clark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::60c872314f05a024761bfd84a1b97e8b
Autor:
Georgii V. Riabov
Publikováno v:
Stochastics and Dynamics. 18:1850031
Existence of random dynamical systems for a class of coalescing stochastic flows on [Formula: see text] is proved. A new state space for coalescing flows is built. As particular cases coalescing flows of solutions to stochastic differential equations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4142bb67c2c468244b67cf16a8d42987
https://doi.org/10.1142/s0219493718500314
https://doi.org/10.1142/s0219493718500314
Autor:
Georgii V. Riabov
Publikováno v:
Communications on Stochastic Analysis. 9
We consider a class of measures absolutely continuous with re- spect to the distribution of the stopped Wiener process w ( ^ � ). Multiple stochastic integrals, that lead to the analogue of the It^o-Wiener expansions for such measures, are describe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::53627b5d992a1bd7e5cc3812a71c9703
https://doi.org/10.31390/cosa.9.4.07
https://doi.org/10.31390/cosa.9.4.07
Publikováno v:
Infinite Dimensional Analysis, Quantum Probability and Related Topics. 19:1650018
In this paper we study the structure of square integrable functionals measurable with respect to coalescing stochastic flows. The case of $L^2$ space generated by the process $\eta(\cdot)=w(\min(\tau,\cdot)),$ where $w$ is a Brownian motion and $\tau
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e5b30a7aa1a9de3de617d709a088c571
https://doi.org/10.1142/s0219025716500181
https://doi.org/10.1142/s0219025716500181