Coalescing and noncoalescing stochastic flows in R_ 1
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Publication:791968
DOI10.1016/0304-4149(84)90001-2zbMATH Open0536.60016OpenAlexW2009597813WikidataQ126351261 ScholiaQ126351261MaRDI QIDQ791968FDOQ791968
Publication date: 1984
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(84)90001-2
Diffusion processes (60J60) Probability theory on algebraic and topological structures (60B99) Stochastic processes (60G99)
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Cited In (30)
- Ergodicity of a measure-valued Markov chain induced by random transformations
- Coalescing Brownian flows: a new approach
- T. E. Harris's contributions to recurrent Markov processes and stochastic flows
- Level-crossing intensity for the density of the image of Lebesgue measure under the action of a Brownian stochastic flow
- Properties of strong random operators generated by the Arratia flow
- The Brownian Web
- THE FULL BROWNIAN WEB AS SCALING LIMIT OF STOCHASTIC FLOWS
- A class of measure-valued branching diffusions in a random medium
- Flows of homeomorphisms of stochastic differential equations with measurable drift
- Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces
- 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
- Expansions and contractions of isotropic stochastic flows of homeomorphisms
- Superprocesses of stochastic flows
- Random dynamical systems generated by coalescing stochastic flows on ℝ
- Levy downcrossing theorem for the Arratia flow
- Orthogonal intertwiners for infinite particle systems in the continuum
- On 1-point densities for Arratia flows with drift
- Title not available (Why is that?)
- Some remarks on a Wiener flow with coalescence
- Rate of growth of the coalescent set in a coalescing stochastic flow
- On the non‐confluent property of solutions of one‐dimensional stochastic differential equations
- The Brownian web: characterization and convergence
- Diffusion equation techniques in stochastic monotonicity and positive correlations
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- A class of stochastic partial differential equations for interacting superprocesses on a bounded domain
- Flows, coalescence and noise.
- A simple example of black noise
- Krylov-Veretennikov expansion for coalescing stochastic flows
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