Distribution-valued processes arising from independent Brownian motions

From MaRDI portal
Publication:1166192

DOI10.1007/BF01162590zbMath0488.60052MaRDI QIDQ1166192

Kiyosi Itô

Publication date: 1983

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/173258




Related Items

Invariant measures for generalized Langevin equations in conuclear spacesLangevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systemsTightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusionsInfinite-dimensional diffusion processes as Gibbs measures on \(C[0,1^{Z^ d}\)] ⋮ The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear spaceFluctuation limit for interacting diffusions with partial annihilations through membranesNon-Markovian fluctuation limits of infinite particle systemsWeak convergence of stochastic integrals driven by martingale measureDecompositions of semimartingales on \({\mathcal S}'\)Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examplesFunctional central limit theorem for Brownian particles in domains with Robin boundary conditionGaussian fluctuations for interacting particle systems with singular kernelsA central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\)Inhomogenous infinite dimensional langevin equationsMarkov properties of the fluctuation limit of a particle systemMarkov properties of the fluctuation limit of a particle system with deathUniform convergence in some limit theorems for multiple particle systemsGeneralized operator-scaling random ball modelExistence of random variables with values in the dual of a nuclear spaceScaling limits of interacting diffusions in domainsIto stochastic integral in the dual of a nuclear spaceStochastic integration for inhomogeneous Wiener process in the dual of a nuclear spaceGeneralized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficientsWhite noise in space and time and the cylindrical wiener processWhite noise in space and time and the cylindrical wiener processAn \(\infty\)-dimensional inhomogeneous Langevin's equationConvergence of \({\mathcal S}'\)-valued processes and space-time random fields



Cites Work