THE FULL BROWNIAN WEB AS SCALING LIMIT OF STOCHASTIC FLOWS

DOI10.1142/S0219493706001724zbMath1099.60006arXivmath/0511029MaRDI QIDQ5483392

Charles M. Newman, Luiz Renato G. Fontes

Publication date: 14 August 2006

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

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

zbMATH Keywords

coalescing Brownian motions

Mathematics Subject Classification ID

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

Related Items

On the approximations of point measures associated with the Brownian web by means of the fractional step method and discretization of the initial interval, Weak convergence of the localized disturbance flow to the coalescing Brownian flow

Cites Work

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