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On a class of measure-valued processes: singular cases

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Abstract

A measure-valued diffusion process describing how the measures evolve under flows or “imaginary” flows on R d is constructed in this paper. The interest of the process is that on the one hand, it can be viewed as a measure-valued flow; on the other hand, the general stochastic flows of measurable maps or kernels do not cover it.

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Correspondence to Wang Bin.

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Wang, B., Xiang, K. & Yang, X. On a class of measure-valued processes: singular cases. SCI CHINA SER A 49, 1315–1326 (2006). https://doi.org/10.1007/s11425-006-1315-y

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  • DOI: https://doi.org/10.1007/s11425-006-1315-y

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