Discrete time approximation of coalescing stochastic flows on the real line

MaRDI QIDQ2896743zbMATH OpenFDO

Authors I. I. Nishchenko

Publication date 16 July 2012

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

Full work available at URL https://arxiv.org/abs/1105.3990

zbMATH Keywords

approximationstationary Gaussian processArratia flowcoalescing stochastic flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales and classical analysis (60G46)

Abstract: In this paper we have constructed an approximation for the Harris flow and the Arratia flow using a sequence of independent stationary Gaussian processes as a perturbation. We have established what should be the relationship between the step of approximation and smoothness of the covariance of the perturbing processes in order to have convergence of the approximating functions to the Arratia flow.

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Cited in

(11)

• Convergence of solutions of SDEs to Harris flows
• Duality for coalescing stochastic flows on the real line
• Short-time asymptotics of one-dimensional Harris flows
• Level-crossing intensity for the density of the image of Lebesgue measure under the action of a Brownian stochastic flow
• Disordering asymptotics in the discrete approximation of an Arratia flow
• Stationary points in coalescing stochastic flows on \(\mathbb{R}\)
• Splitting for some classes of homeomorphic and coalescing stochastic flows
• Gaussian structure in coalescing stochastic flows
• A note on weak convergence of the \(n\)-point motions of Harris flows
• Systems of Brownian particles with coalescing
• scientific article; zbMATH DE number 4096532 (Why is no real title available?)

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