Evolution of moments of isotropic Brownian stochastic flows

MaRDI QIDQ2822232zbMATH OpenFDO

Authors V. V. Fomichov

Publication date 27 September 2016

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

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

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)

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.

Recommendations

• scientific article; zbMATH DE number 4104138
• Expansions and contractions of isotropic stochastic flows of homeomorphisms
• Isotropic stochastic flows
• Linear expansion of isotropic Brownian flows
• Dispersion of volume under the action of isotropic Brownian flows

Cited in

(2)

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

This page was built for publication: Evolution of moments of isotropic Brownian stochastic flows

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2822232)