G. Riabov

activity

20132021

most citedDuality for coalescing stochastic flows on the real line

4 citations · 6 across the 6 of their papers we have counts for

collaborators

Showing 2015Show all

2 papers · 1 filter

math.PR2015

Krylov-Veretennikov formula for functionals from the stopped Wiener process

G. V. Riabov

We consider a class of measures absolutely continuous with respect to the distribution of the stopped Wiener process $w (\cdot \land τ)$ . Multiple stochastic integrals, that lead to…

math.PR2015

Itô-Wiener expansion for functionals of the Arratia's flow $n$ -point motion

Georgii Riabov

The structure of square integrable functionals measurable with respect to the $n -$ point motion of the Arratia flow is studied. Relying on the change of measure technique, a new con…

Krylov-Veretennikov formula for functionals from the stopped Wiener process

Itô-Wiener expansion for functionals of the Arratia's flow n-point motion

Itô-Wiener expansion for functionals of the Arratia's flow $n$ -point motion