THE FULL BROWNIAN WEB AS SCALING LIMIT OF STOCHASTIC FLOWS

DOI10.1142/S0219493706001724zbMATH Open1099.60006arXivmath/0511029MaRDI QIDQ5483392FDOQ5483392

Charles M. Newman, L. R. Fontes

Publication date: 14 August 2006

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: In this paper we construct an object which we call the full Brownian web (FBW) and prove that the collection of all space-time trajectories of a class of one-dimensional stochastic flows converges weakly, under diffusive rescaling, to the FBW. The (forward) paths of the FBW include the coalescing Brownian motions of the ordinary Brownian web along with bifurcating paths. Convergence of rescaled stochastic flows to the FBW follows from general characterization and convergence theorems that we present here combined with earlier results of Piterbarg.

Full work available at URL: https://arxiv.org/abs/math/0511029

zbMATH Keywords

coalescing Brownian motions

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability measures on topological spaces (60B05) Diffusion processes (60J60) Brownian motion (60J65) Sample path properties (60G17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• Reflection and coalescence between independent one-dimensional Brownian paths
• Convergence of coalescing nonsimple random walks to the Brownian web
• The Brownian web: characterization and convergence
• Two-dimensional Poisson trees converge to the Brownian web
• Coalescing and noncoalescing stochastic flows in \(R_ 1\)
• Coarsening, nucleation, and the marked Brownian web
• The Brownian Web
• Expansions and contractions of isotropic stochastic flows of homeomorphisms

Cited In (4)

• Weaves, webs and flows
• Weak convergence of the localized disturbance flow to the coalescing Brownian flow
• On the approximations of point measures associated with the Brownian web by means of the fractional step method and discretization of the initial interval
• Convergence to the Brownian web for a generalization of the drainage network model

This page was built for publication: THE FULL BROWNIAN WEB AS SCALING LIMIT OF STOCHASTIC FLOWS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5483392)