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This article is cited in 1 scientific paper (total in 1 paper)
Asymptotics of disordering in the discrete approximation of an Arratia flow
E. V. Glinyanaya Institute of Mathematics of Ukrainian Academy of Sciences
Abstract:
We propose an approach to study the geometrical properties of stochastic flows with coalescence. We consider the discrete time approximation of a stochastic flow. In contrast to flows with continuous time, the ordering of particles in the discrete-time flows does not hold. The disordering in the approximation scheme can be considered as geometrical properties of a stochastic flow. We establish the rate of decrease to zero of the time which two particles spend in the opposite order.
Keywords:
Stochastic flow, numerical approximation.
Citation:
E. V. Glinyanaya, “Asymptotics of disordering in the discrete approximation of an Arratia flow”, Theory Stoch. Process., 18(34):2 (2012), 8–14
Linking options:
https://www.mathnet.ru/eng/thsp25 https://www.mathnet.ru/eng/thsp/v18/i2/p8
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Abstract page: | 134 | Full-text PDF : | 49 | References: | 36 |
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