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Principle Seminar of the Department of Probability Theory, Moscow State University
May 7, 2008 16:45, Moscow, MSU, auditorium 16-24
 


White noise and sticky flows

A. A. Dorogovtsev

Institute of Mathematics, Ukrainian National Academy of Sciences, Kiev

Abstract: The Fourier-Wiener transform and Ito-Wiener expansion are built for the functionals from Arratia flow. It is proved that the joint time of the free motion is finite in the arbitrary bounded system of the particles in Arratia flow. The large deviations principle for this flow is obtained.
 
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