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Information × Registration Number 0213U003607, 0112U005134 , R & D reports Title Stochastic flows with singular interaction popup.stage_title Head Dorogovtsev Andrii Anatoliyovych, Доктор фізико-математичних наук Registration Date 08-02-2013 Organization Institute of mathematics NAS of Ukraine popup.description2 The project is devoted to the study of properties of stochastic flows with singular interaction. The study of such processes requires essentially new mathematical methods. Such methods are developed by authors of the project in the solutions of problems concerning behaviour of stochastic flows. Among the problems posed in the project the most important are the following: regularisation of the Fourier-Wiener transform of self-intersection local time of planar Gaussian process; construction of inhomogeneous Feller process via pasting together of two diffusion processes; statement of theorems of diffusion approximation type for systems with Markov perturbations; criterion for the existence of gluing in stochastic flows generated by SDE with discontinuous coefficients. Product Description popup.authors Ізюмцева Ольга Леонідівна Конаровський Віталій Васильович Копитко Богдан Іванович Кулик Олексій Михайлович Махно Сергій Якович Пилипенко Андрій Юрійович Рябов Георгій Валентинович Шевчук Роман Володимирович popup.nrat_date 2020-04-02 Close