Measure-valued Processes and Stochastic Flows / / Andrey A. Dorogovtsev.
This book discusses the systems of interacting particles evolving in the random media. The focus is on the study of both the finite subsystems motion and the flow, describing motion of all particles in the space. The integral characteristics of the system and mass distribution are also covered and r...
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| Superior document: | Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2023 English |
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| VerfasserIn: | |
| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2023] ©2024 |
| Year of Publication: | 2023 |
| Language: | English |
| Series: | De Gruyter Series in Probability and Stochastics ,
3 |
| Online Access: | |
| Physical Description: | 1 online resource (XII, 216 p.) |
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Table of Contents:
- Frontmatter
- Preface
- Contents
- 1 Examples of random measures and flows in the description of dynamical systems
- 2 Stochastic differential equations for the flows with interactions
- 3 The evolutionary measure-valued processes
- 4 Stochastic differential equations driven by the random measures on the space of trajectories
- 5 Stationary measure-valued processes
- 6 Evolutionary measure-valued processes on the infinitely-dimensional space
- 7 Stochastic calculus for flows with singular interaction
- 8 Historical comments
- 9 Appendix
- Bibliography
- Index