论文标题

一类Boltzmann类型过程的随机演算的元素,并应用于密度的规律性

Elements of the Stochastic Calculus for a Class of Boltzmann type processes and Application to Regularity of Densities

论文作者

Löbus, Jörg-Uwe

论文摘要

对于一类分段确定性马尔可夫过程,我们引入了一个随机演算,这与经典的Malliavin演算是一定的非高斯对应物。作为一个应用程序,我们调查了$ n $ - 粒子玻尔兹曼类型流程的规律性$ t> 0 $。

For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of $N$-particle Boltzmann type processes at time $t>0$.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源