Constructing stochastic flows of kernels
Probability
2025-01-07 v1
Abstract
In the paper we suggest a new construction of stochastic flows of kernels in a locally compact separable metric space . Starting from a consistent sequence of Feller transtition function on we prove existence of a stochastic flow of kernels in such that distributions of -point motions of are determined by Presented construction allows to find a single idempotent measurable presentation of distributions of all kernels from the flow, and to construct a flow that is invariant under and is jointly measurable in all arguments.
Cite
@article{arxiv.2501.02655,
title = {Constructing stochastic flows of kernels},
author = {Georgii Riabov},
journal= {arXiv preprint arXiv:2501.02655},
year = {2025}
}
Comments
27 pages