Krylov-Veretennikov representation for the m-point motion of a discrete-time flow

E. V. Glinyanaya
Theory of Stochastic Processes
Vol.20 (36), no.1, 2015, pp.63-77
We consider a discrete-time stochastic flow which can be regarded as an approximation to a flow of Brownian particles with interaction. For the m-point motion of such discrete-time flow we present a discrete analogue of Krylov-Veretennikov expansion.