Itô-Wiener expansion for functionals of the Arratia's flow n-point motion
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Publication:3464094
zbMATH Open1340.60079arXiv1507.00472MaRDI QIDQ3464094FDOQ3464094
Authors: G. V. Riabov 
Publication date: 20 January 2016
Abstract: The structure of square integrable functionals measurable with respect to the point motion of the Arratia flow is studied. Relying on the change of measure technique, a new construction of multiple stochastic integrals along trajectories of the flow is presented. The analogue of the It^o-Wiener expansion for square integrable functionals from the Arratia's flow point motion is constructed.
Full work available at URL: https://arxiv.org/abs/1507.00472
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- Semigroups of \(m\)-point motions of the Arratia flow, and binary forests
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- A note on weak convergence of the \(n\)-point motions of Harris flows
- Random dynamical systems generated by coalescing stochastic flows on \(\mathbb{R}\)
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