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Theory of Stochastic Processes, 2018, Volume 23(39), Issue 2, Pages 55–74 (Mi thsp294)  
Duality for coalescing stochastic flows on the real line

G. V. Ryabovab

a Institute of Mathematics, National Academy of Sciences of Ukraine, Department of the Theory of Stochastic Processes, 01024, Ukraine, Kiev-4, 3, Tereschenkivska st.
b National Technical Unviersity of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Institute of Physics and Technology, Department of Information Security, 03056, Kyiv, Ukraine, 37, Peremohy ave.
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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.
Keywords: Stochastic flow, duality, random dynamical system, Arratia flow.
Document Type: Article
MSC: Primary 60K35, 37H05; 60J60
Language: English
Citation: G. V. Ryabov, “Duality for coalescing stochastic flows on the real line”, Theory Stoch. Process., 23(39):2 (2018), 55–74
Citation in format AMSBIB
\Bibitem{Rya18}
\by G.~V.~Ryabov
\paper Duality for coalescing stochastic flows on the real line
\jour Theory Stoch. Process.
\yr 2018
\vol 23(39)
\issue 2
\pages 55--74
\mathnet{http://mi.mathnet.ru/thsp294}
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