Time-reversal of coalescing diffusive flows and weak convergence of localized disturbance flows

DOI10.1214/20-EJP500zbMATH Open1459.60075arXiv1808.10164MaRDI QIDQ2201476FDOQ2201476

Yanyan Li

Publication date: 29 September 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We generalize the coalescing Brownian flow, aka the Brownian web, considered as a weak flow to allow varying drift and diffusivity in the constituent diffusion processes and call these flows coalescing diffusive flows. We then identify the time-reversal of each coalescing diffusive flow and provide two distinct proofs of this identification. One of which is direct and the other proceeds by generalizing the concept of a localized disturbance flow to allow varying size and shape of disturbances, we show these new flows converge weakly under appropriate conditions to a coalescing diffusive flow and identify their time-reversals.

Full work available at URL: https://arxiv.org/abs/1808.10164

zbMATH Keywords

stochastic flowArratia flowcoalescing flowdistrubance flowdual flowtime-reversed flow

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (1)

• Weaves, webs and flows

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