带漂移的不规则流动与布朗网的快步公式

Q2 Mathematics

Communications on Stochastic Analysis Pub Date : 2013-10-28 DOI:10.31390/cosa.12.1.07

A. Dorogovtsev, M. B. Vovchanskii

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引用次数: 7

摘要

本文提出了一个类似于Trotter公式的Arratia流。考虑了与右部光滑常微分方程相关的映射对布朗网的扰动，并证明了它在弱意义上是完全收敛的。作为极限的流动是有漂移的Arratia流动。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Arratia Flow with Drift and Trotter Formula for Brownian Web

An analog of the Trotter formula for the Arratia flow is presented. Perturbations of the Brownian web by mappings associated with an ordinary differential equation with a smooth right part are considered and proved to be convergent exclusively in the weak sense. The flow obtained as a limit is the Arratia flow with drift.

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来源期刊

Communications on Stochastic Analysis Mathematics-Statistics and Probability

CiteScore

2.40

自引率

0.00%

发文量

期刊介绍： The journal Communications on Stochastic Analysis (COSA) is published in four issues annually (March, June, September, December). It aims to present original research papers of high quality in stochastic analysis (both theory and applications) and emphasizes the global development of the scientific community. The journal welcomes articles of interdisciplinary nature. Expository articles of current interest will occasionally be published. COSAis indexed in Mathematical Reviews (MathSciNet), Zentralblatt für Mathematik, and SCOPUS