Pilipenko A. Evolutionary stochastic flows and measure-valued processes

Українська версія

Thesis for the degree of Doctor of Science (DSc)

State registration number

0507U000014

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

28-12-2006

Specialized Academic Board

Д 26.206.02

The Institute of Mathematics of NASU

Essay

The thesis is devoted to the construction and study of properties of stochastic flows generated by stochastic complex systems. Infinite-dimensional Liouville theorem is proved in different situations. It is considered not only deterministic case but stochastic flows also. We construct and study properties of flows that generated by stochastic flows with reflection on the boundary of a domain. The approximation theorem for flows with interaction is proved, the support of the distribution is characterized, properties of finite-dimensional distributions is studied. Conditions of existence for a stationary solutions are given and functional central limit theorem is proved.

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