Nonclassical Brownian motions , stochastic flows , continuous products . I
نویسنده
چکیده
Contrary to the classical wisdom, processes with independent values (defined properly) are much more diverse than white noise combined with Poisson point processes, as well as product systems are much more diverse than Fock spaces. This text is the first part of a survey of recent progress in constructing and investigating nonclassical Brownian motions, stochastic flows and continuous products of probability spaces and Hilbert spaces.
منابع مشابه
Nonclassical stochastic flows and continuous products
Contrary to the classical wisdom, processes with independent values (defined properly) are much more diverse than white noises combined with Poisson point processes, and product systems are much more diverse than Fock spaces. This text is a survey of recent progress in constructing and investigating nonclassical stochastic flows and continuous products of probability spaces and Hilbert spaces.
متن کاملar X iv : m at h / 04 02 43 1 v 3 [ m at h . PR ] 1 8 D ec 2 00 4 Nonclassical stochastic flows and continuous products Boris
Contrary to the classical wisdom, processes with independent values (defined properly) are much more diverse than white noises combined with Poisson point processes, and product systems are much more diverse than Fock spaces. This text is a survey of recent progress in constructing and investigating nonclassical stochastic flows and continuous products of probability spaces and Hilbert spaces.
متن کاملConsistent Families of Brownian Motions and Stochastic Flows of Kernels
Abstract. Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice Z. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random proportion distributed according to some specified probability measure on [0, 1] and dividing the mass in that proportion. One part then moves to each of the two adjace...
متن کاملConsistent Families of Brownian Motions and Stochastic Flows of Kernels
Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice Z. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random proportion distributed according to some specified probability measure on [0,1] and dividing the mass in that proportion. One part then moves to each of the two adjacent sites. T...
متن کاملReflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions
In this note, we study one-dimensional reflected backward stochastic differential equations (RBSDEs) driven by Countable Brownian Motions with one continuous barrier and continuous generators. Via a comparison theorem, we provide the existence of minimal and maximal solutions to this kind of equations.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2004