Duality for coalescing stochastic flows on the real line

2019/03/21 by Riabov, Georgii V.
#Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1903.09018

Abstract

For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric dynamical system itself is defined on a new state space for coalescing flows. General results are applied to Arratia flows with drift.

Related

• Stationary points in coalescing stochastic flows on ℝ
• Random dynamical systems generated by coalescing stochastic flows on ℝ
• Gaussian structure in coalescing stochastic flows
• Discrete time approximation of coalescing stochastic flows on the real line
• Stochastic monotonicity from an Eulerian viewpoint