Expansions and contractions of isotropic stochastic flows of homeomorphisms

DOI10.1214/AOP/1022855641MaRDI QIDQ1307495zbMATH OpenOpenAlexFDO

Authors Vladimir V. Piterbarg

Publication date 1 February 2000

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1022855641

zbMATH Keywords

clusteringcoalescencecoalescing Brownian motioncontractionsconvergence of flows

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cites work

• Coalescing and noncoalescing stochastic flows in \(R_ 1\)
• Coalescing stochastic flows on the real line
• Constructing nonhomeomorphic stochastic flows
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Isotropic stochastic flows
• Rate of growth of the coalescent set in a coalescing stochastic flow

Cited in

(14)

• Isotropic stochastic flows
• A new approach for the construction of a Wasserstein diffusion
• The Brownian web: characterization and convergence
• Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent
• Evolution of moments of isotropic Brownian stochastic flows
• LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON S^d
• Rate of growth of the coalescent set in a coalescing stochastic flow
• scientific article; zbMATH DE number 65711 (Why is no real title available?)
• On global solutions of the random Hamilton-Jacobi equations and the KPZ problem
• Isotropic Realizability of Fields and Reconstruction of Invariant Measures under Positivity Properties. Asymptotics of the Flow by a Non-Ergodic Approach
• The Brownian Web
• THE FULL BROWNIAN WEB AS SCALING LIMIT OF STOCHASTIC FLOWS
• On conditioning Brownian particles to coalesce
• Uniform shrinking and expansion under isotropic Brownian flows

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