SUPPORT THEOREM ON STOCHASTIC FLOWS WITH INTERACTION
A. YU. PILIPENKOTheory of Stochastic Processes Vol. 12 (28), no. 1–2, 2006, pp. 127–141
We prove an analogue of the Stroock–Varadhan theorem for stochastic flows describing a motion of interacting particles in a random media. A version of the Itô lemma for functions on a measure-valued process is obtained.
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