SUPPORT THEOREM ON STOCHASTIC FLOWS WITH INTERACTION

A. YU. PILIPENKO

Theory 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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