arXiv subjects

G. V. Riabov

Publications and source records attributed to G. V. Riabov.

2 recordsLinked to original sources

arXiv2017

Random dynamical systems generated by coalescing stochastic flows on $\mathbb{R}$

Existence of random dynamical systems for a class of coalescing stochastic flows on $\mathbb{R}$ is proved. A new state space for coalescing flows is built. As particular cases coalescing flows of solutions to stochastic differential equations independent before meeting time and coalescing Harris flows are considered.

math.PR↗

arXiv2015

Krylov-Veretennikov formula for functionals from the stopped Wiener process

We consider a class of measures absolutely continuous with respect to the distribution of the stopped Wiener process $w(\cdot\wedgeτ)$. Multiple stochastic integrals, that lead to the analogue of the Itô-Wiener expansions for such measures, are described. An analogue of the Krylov-Veretennikov formula for functionals $f=φ(w(τ))$ is obtained.

math.PR↗