arXiv:1310.7431 [math.PR]AbstractReferencesReviewsResources
Arratia flow with drift and the Trotter formula for Brownian web
A. A. Dorogovtsev, M. B. Vovchanskii
Published 2013-10-28, updated 2017-05-05Version 2
An analogue of the Trotter formula for the Arratia flow is presented. For that, perturbations of the Brownian web by mappings associated with an ordinary differential equation with a smooth right part are considered. The existence of the limiting flow is proved by using the fractional step method. The flow obtained is called the Arratia flow with a drift. Also small-time asymptotics of mathematical expectations of sizes of clusters in an Arratia flow with a drift are studied.
Comments: 23 pages
Categories: math.PR
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