vix.ing · top · new · best · stats · spec

Random dynamical systems generated by coalescing stochastic flows on ℝ

2017/04/28 by Georgii Riabov, G. V. Riabov, Riabov, G. V.
Economics, Econometrics and Finance · Mathematics · #Dynamical Systems (math.DS) #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.DS #math.PR

paper · pdf · doi:10.48550/arxiv.1705.00059

openalex publication_date 2017/04/28 · openalex created_date 2017/05/12 · arxiv created 2017/05/15 · arxiv updated 2017/05/16 · openalex updated_date 2026/07/28

Abstract

Existence of random dynamical systems for a class of coalescing stochastic flows on ℝ is proved. A new state space for coalescing flows is built. As particular cases coalescing flows of solutions to stochastic differential equations independent before meeting time and coalescing Harris flows are considered.

Citations

Related