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Theory of Stochastic Processes, 2020, Volume 25(41), Issue 1, Pages 25–36 (Mi thsp310)  
Representations of the finite-dimensional point densities in Arratia flows with drift

A. A. Dorogovtsevab, M. B. Vovchanskiia

a Institute of Mathematics, National Academy of Sciences of Ukraine, Tereshchenkivska Str. 3, Kiev 01601, Ukraine
b National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Institute of Physics and Technology, Peremogi avenue 37, Kiev 01601, Ukraine
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Abstract: We derive representations for finite-dimensional densities of the point process associated with an Arratia flow with drift in terms of conditional expectations of the stochastic exponentials appearing in the analog of the Girsanov theorem for the Arratia flow.
Keywords: Brownian web, Arratia flow, random measure, stochastic flow, Brownian bridge, point process.
Document Type: Article
MSC: Primary 60H10; Secondary 60K35, 60G57, 60G55
Language: English
Citation: A. A. Dorogovtsev, M. B. Vovchanskii, “Representations of the finite-dimensional point densities in Arratia flows with drift”, Theory Stoch. Process., 25(41):1 (2020), 25–36
Citation in format AMSBIB
\Bibitem{DorVov20}
\by A.~A.~Dorogovtsev, M.~B.~Vovchanskii
\paper Representations of the finite-dimensional point densities in Arratia flows with drift
\jour Theory Stoch. Process.
\yr 2020
\vol 25(41)
\issue 1
\pages 25--36
\mathnet{http://mi.mathnet.ru/thsp310}
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