Discrete time approximation of coalescing stochastic flows on the real line
From MaRDI portal
Publication:2896743
zbMATH Open1249.60122arXiv1105.3990MaRDI QIDQ2896743FDOQ2896743
Authors: I. I. Nishchenko 
Publication date: 16 July 2012
Published in: Theory of Stochastic Processes (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1105.3990
Recommendations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales and classical analysis (60G46)
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
- Title not available (Why is that?)
This page was built for publication: Discrete time approximation of coalescing stochastic flows on the real line
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2896743)
