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Theory of Stochastic Processes, 2015, Volume 20(36), Issue 1, Pages 63–77 (Mi thsp96)  
Krylov–Veretennikov representation for the $m$-point motion of a discrete-time flow

E. V. Glinyanaya

Institute of Mathematics of Ukrainian National Academy of Sciences
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Abstract: We consider a discrete-time stochastic flow which can be regarded as an approximation to a flow of Brownian particles with interaction. For the $m$-point motion of such discrete-time flow we present a discrete analogue of Krylov-Veretennikov expansion.
Keywords: Random interaction systems, discrete-time flow, Ito-Wiener expansion.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-90406_Укр_а
This article was supported by the Presidium of National Academy of Sciences of Ukraine as part of the joint scientific project with the Russian foundation of fundamental research, project number 09-01-14.
Bibliographic databases:
Document Type: Article
MSC: 60H25, 60K37, 60H40
Language: English
Citation: E. V. Glinyanaya, “Krylov–Veretennikov representation for the $m$-point motion of a discrete-time flow”, Theory Stoch. Process., 20(36):1 (2015), 63–77
Citation in format AMSBIB
\Bibitem{Gli15}
\by E.~V.~Glinyanaya
\paper Krylov--Veretennikov representation for the $m$-point motion of a discrete-time flow
\jour Theory Stoch. Process.
\yr 2015
\vol 20(36)
\issue 1
\pages 63--77
\mathnet{http://mi.mathnet.ru/thsp96}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=3502395}
\zmath{https://zbmath.org/?q=an:1363.60093}
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