Evolution of moments of isotropic Brownian stochastic flows

zbMATH Open1363.60091arXiv1606.03594MaRDI QIDQ2822232FDOQ2822232

Authors: V. V. Fomichov 

Publication date: 27 September 2016

Published in: Theory of Stochastic Processes (Search for Journal in Brave)

Abstract: In this paper we consider the asymptotic behaviour of all moments of the interparticle distance and of all mixed moments of an isotropic Brownian stochastic flow which serves as a smooth approximation of the Arratia flow.

Full work available at URL: https://arxiv.org/abs/1606.03594

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zbMATH Keywords

stochastic integral equationArratia flowWiener sheetinterparticle distanceasymptotic behaviour of momentsisotropic Brownian stochastic flow

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

Cited In (2)

• On the stochastic flow generated by the one default model in one-dimensional case
• Translation and dispersion of mass by isotropic Brownian flows

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