5 papers · 1 filter
Stochastic anticipating boundary value problems
Andrey A Dorogovtsev
This article is devoted to the stochastic anticipating equations with the extended stochastic integral with respect to the Gaussian processes of a special type. In the particular c…
One Brownian Stochastic Flow
Andrey A Dorogovtsev
The weak limits of the measure-valued processes organized as a mass carried by the interacting Brownian particles are described. As a limiting flow the Arrattia flow is obtained.
Smoothing problem in anticipating scenario
Andrey A Dorogovtsev
This article is devoted to the stochastic anticipating equations with the extended stochastic integral with respect to the Gaussian processes of a special type and its application…
One version of the Clark representation theorem for Arratia flow
Andrey A Dorogovtsev
The article contains description of the functionals from the family of coalescing Brownian particles. New type of the stochastic integral is introduced and used.
On random measures on the space of trajectories and strong and weak solutions of stochastic equations
A. A. Dorogovtsev
The random measures on the space of continuous functions are considered. Stationary random measures are described. The weak solutions of the stochastic equations are substituted by…