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Sbornik: Mathematics, 2010, Volume 201, Issue 5, Pages 645–653
DOI: https://doi.org/10.1070/SM2010v201n05ABEH004086 (Mi sm7570) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Entropy of stochastic flows

A. A. Dorogovtsev

Institute of Mathematics, Ukrainian National Academy of Sciences
English version PDF (231 kB) Citations (5)
References:
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DOI: https://doi.org/10.1070/SM2010v201n05ABEH004086
Abstract: For sets in a Hilbert space the concept of quadratic entropy is introduced. It is shown that this entropy is finite for the range of a stochastic flow of Brownian particles on $\mathbb R$. This implies, in particular, the fact that the total time of the free travel in the Arratia flow of all particles that started from a bounded interval is finite.
Bibliography: 10 titles.
Keywords: stochastic flow, entropy, Brownian motion, Arratia flow.
Received: 24.04.2009 and 28.09.2009
Russian version:
Matematicheskii Sbornik, 2010, Volume 201, Number 5, Pages 17–26
DOI: https://doi.org/10.4213/sm7570
Bibliographic databases:
Document Type: Article
UDC: 519.216.7+519.218.6
MSC: 60Hxx, 60J65
Language: English
Original paper language: Russian
Citation: A. A. Dorogovtsev, “Entropy of stochastic flows”, Mat. Sb., 201:5 (2010), 17–26; Sb. Math., 201:5 (2010), 645–653
Citation in format AMSBIB
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Математический сборник Sbornik: Mathematics
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    Abstract page:763
    Russian version PDF:267
    English version PDF:17
    References:82
    First page:35
     
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