Measure-valued diffusion

DOI10.1007/BF02487246zbMath0943.60065OpenAlexW2046763803MaRDI QIDQ4270818

Anatoli V. Skorokhod

Publication date: 22 November 1999

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02487246

zbMATH Keywords

diffusionMarkov processsemimartingalemeasure-valued processrandomly interacting particles

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Random measures (60G57)

Related Items (1)

Propagation of chaos for interacting particles subject to environmental noise

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