International Journal of Mathematics and Mathematical Sciences
Volume 2003 (2003), Issue 63, Pages 3963-3977
doi:10.1155/S0161171203301073
Stochastic flows with interaction and measure-valued processes
Institute of Mathematics, National Academy of Sciences of Ukraine, 3 Tereshchenkivska, Kiev 01601, Ukraine
Received 5 January 2003
Copyright © 2003 Andrey A. Dorogovtsev. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
We consider the new class of the Markov measure-valued stochastic
processes with constant mass. We give the construction of
such processes with the family of the probabilities which
describe the motion of single particles. We also consider
examples related to stochastic flows with the interactions and
the local times for such processes.