Standard stochastic coalescence with sum kernels.
Fournier, Nicolas (2006)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “Stochastic flows with interaction and measure-valued processes.”
Standard stochastic coalescence with sum kernels.
The central limit theorem for stochastic integrals.
Antonio Sintes Blanc (1985)
Collectanea Mathematica
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Asymptotic Properties of Stochastic Semilinear Equations by the Method of Lower Measures
B. Maslowski, I. Simão (1997)
Colloquium Mathematicae
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An approach to the stochastic calculus in the non-Gaussian case.
Dorogovtsev, Andrej A. (1995)
Journal of Applied Mathematics and Stochastic Analysis
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Introduction to the Theory of the It-type Stochastic Integrals and Stochastic Differential Equations
Svetlana Janković (1998)
Zbornik Radova
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The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities.
Kurtz, Thomas G. (2007)
Electronic Journal of Probability [electronic only]
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Stochastic processes on random domains
E. B. Dynkin, P. J. Fitzsimmons (1987)
Annales de l'I.H.P. Probabilités et statistiques
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Regularity of solutions to stochastic Volterra equations
Anna Karczewska, Jerzy Zabczyk (2000)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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We study regularity of stochastic convolutions solving Volterra equations on driven by a spatially homogeneous Wiener process. General results are applied to stochastic parabolic equations with fractional powers of Laplacian.