3 papers
math.PR2025
Krylov-Veretennikov decomposition for measure-valued processes induced by SDEs with interaction on Riemannian manifolds
Andrey Dorogovtsev, Alexander Weiß
We introduce a framework for stochastic differential equations (SDEs) with interaction on compact, connected, -dimensional manifolds. For SDEs whose drift and diffusion coeffici…
math.PR2024
A Central Limit Theorem for Modified Massive Arratia Flow
Andrey Dorogovtsev, Vitalii Konarovskyi, Max von Renesse
The modified massive Arratia flow is a model for the dynamics of passive particle clusters moving in a random fluid that accounts for the effects of mass aggregation. We show a cen…
math.PR2017
Random integral operators related to the point processes
Andrey Dorogovtsev, Iaroslava Korenovska
In the article we study properties of the random integral operator in whose kernel is obtained as a convolution of Gaussian density with a stationary point proces…