English

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 MM. Starting from a consistent sequence of Feller transtition function (P(n):n1)(\mathsf{P}^{(n)}: n\geq 1) on MM we prove existence of a stochastic flow of kernels K=(Ks,t:<st<)K=(K_{s,t}: -\infty<s\leq t<\infty) in M,M, such that distributions of nn-point motions of KK are determined by P(n).\mathsf{P}^{(n)}. Presented construction allows to find a single idempotent measurable presentation p\mathfrak{p} of distributions of all kernels Ks,tK_{s,t} from the flow, and to construct a flow that is invariant under p\mathfrak{p} and is jointly measurable in all arguments.

Keywords

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

R2 v1 2026-06-28T20:56:59.980Z