Itô-Wiener expansion for functionals of the Arratia's flow n-point motion

MaRDI QIDQ3464094zbMATH OpenFDO

Authors G. V. Riabov

Publication date 20 January 2016

Full work available at URL https://arxiv.org/abs/1507.00472

zbMATH Keywords

Brownian motioncoalescing stochastic flowItô-Wiener expansion

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40)

Abstract: The structure of square integrable functionals measurable with respect to the $n-$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 $n-$point motion is constructed.

Recommendations

• Stochastic integral over the arratia flow
• Transformations of Wiener measure and orthogonal expansions
• Krylov-Veretennikov expansion for coalescing stochastic flows
• Representations of the finite-dimensional point densities in Arratia flows with drift
• Functional limit theorems for a singular N-point motion of a Brownian flow

Cited in

(6)

• Random dynamical systems generated by coalescing stochastic flows on \(\mathbb{R}\)
• Representations of the finite-dimensional point densities in Arratia flows with drift
• Semigroups of \(m\)-point motions of the Arratia flow, and binary forests
• Stochastic integral over the arratia flow
• Transformations of Wiener measure and orthogonal expansions
• A note on weak convergence of the \(n\)-point motions of Harris flows

This page was built for publication: Itô-Wiener expansion for functionals of the Arratia's flow \(n\)-point motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3464094)