Add to ORKGWe prove an analogue of the Stroock–Varadhan theorem for stochastic flows describing a motion of interacting particles in a random media. A version of the Itˆo lemma for functions on a measure-valued process is obtained
AbstractIn this paper we consider continuity properties of a stochastic heat equation of the form ∂u...
We consider the new class of the Markov measure-valued stochastic processes with constant mass. We g...
The paper is concerned with some aspects of stochastic modelling in kinetic theory. First, an overvi...
We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost ev...
AbstractLet u(t, x), t ϵ R, be an adapted process parametrized by a variable x in some metric space ...
AbstractThe central limit (or fluctuation) phenomena are discussed in the interacting diffusion syst...
A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model o...
AbstractThe focus in this article is on point processes on a product space R×L that satisfy stochast...
Consider an It\^{o} process \(X\) satisfying the stochastic differential equation \(dX=a(X)\,dt+b(X)...
AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with di...
The focus of this dissertation is a class of random processes known as interacting measure-valued st...
In an earlier paper, we studied the approximation of solutions $V(t)$ to a class of SPDEs by the emp...
AbstractLet X be the solution of an Itô differential equation with jumps over Rd. Under some auxilia...
AbstractTaking an odd, non-decreasing function β, we consider the (nonlinear) stochastic differentia...
We propose a random change of time for a class of generalized diffusion processes such that the cor...
AbstractIn this paper we consider continuity properties of a stochastic heat equation of the form ∂u...
We consider the new class of the Markov measure-valued stochastic processes with constant mass. We g...
The paper is concerned with some aspects of stochastic modelling in kinetic theory. First, an overvi...
We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost ev...
AbstractLet u(t, x), t ϵ R, be an adapted process parametrized by a variable x in some metric space ...
AbstractThe central limit (or fluctuation) phenomena are discussed in the interacting diffusion syst...
A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model o...
AbstractThe focus in this article is on point processes on a product space R×L that satisfy stochast...
Consider an It\^{o} process \(X\) satisfying the stochastic differential equation \(dX=a(X)\,dt+b(X)...
AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with di...
The focus of this dissertation is a class of random processes known as interacting measure-valued st...
In an earlier paper, we studied the approximation of solutions $V(t)$ to a class of SPDEs by the emp...
AbstractLet X be the solution of an Itô differential equation with jumps over Rd. Under some auxilia...
AbstractTaking an odd, non-decreasing function β, we consider the (nonlinear) stochastic differentia...
We propose a random change of time for a class of generalized diffusion processes such that the cor...
AbstractIn this paper we consider continuity properties of a stochastic heat equation of the form ∂u...
We consider the new class of the Markov measure-valued stochastic processes with constant mass. We g...
The paper is concerned with some aspects of stochastic modelling in kinetic theory. First, an overvi...