Stochastic integral over the arratia flow (Q2477489)

The Arratia flow is a model for sticky Brownian particles which consists in a family \((X(u,t))_{(u,t)\in {\mathbb R}\times [0,1]}\) of standard Wiener processes \((X(u,t))_{t \in [0,1]}\) starting at \(u\in {\mathbb R}\) under the conditioning \(X(u_1,t)\leq \cdots X(u_n,t)\) for all \(u_1<\cdots < u_n\), \(n\geq 1\), and \(t\in [0,1]\). By a limiting procedure the author constructs a stochastic integral of bounded adapted random functions \((u,t)\mapsto \eta (u,t)\) with respect to the Arratia flow and its associated quadratic variation. He then uses this integral to state a Girsanov type theorem for Arratia flows, proved elsewhere with T. V. Malovichko.