Measure-Valued Processes and Stochastic Flows / Andrey A. Dorogovtsev.

Format:

Book

Author/Creator:

Dorogovtsev, Andrey A., author.

Series:

De Gruyter series in probability and stochastics ; Volume 3.

De Gruyter Series in Probability and Stochastics Series ; Volume 3

Language:

English

Subjects (All):

Stochastic analysis.

Physical Description:

1 online resource (228 pages)

Edition:

First edition.

Place of Publication:

Berlin, Germany : Walter de Gruyter GmbH, [2020]

Summary:

This book discusses the systems of interacting particles evolving in the random media. The focus is on the study of both the finite subsystems motion and the flow, describing motion of all particles in the space. The integral characteristics of the system and mass distribution are also covered and results are illustrated with examples from turbulence theory, synchronization and DNA evolution.

Contents:

Intro

Preface

Contents

1 Examples of random measures and flows in the description of dynamical systems

2 Stochastic differential equations for the flows with interactions

3 The evolutionary measure-valued processes

4 Stochastic differential equations driven by the random measures on the space of trajectories

5 Stationary measure-valued processes

6 Evolutionary measure-valued processes on the infinitely-dimensional space

7 Stochastic calculus for flows with singular interaction

8 Historical comments

9 Appendix

Bibliography

Index.

Notes:

Description based on print version record.

Includes bibliographical references and index.

ISBN:

9783110986518

3-11-098651-5