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This article is cited in 2 scientific papers (total in 2 papers)
Discrete time approximation of coalescing stochastic flows on the real line
I. I. Nishchenko National Technical University of Ukraine "KPI", 37, Pr. Peremogi, Kiev 02056, Ukraine
Abstract:
We have constructed an approximation for the Harris and Arratia flows using a sequence of independent stationary Gaussian processes as a perturbation. We have established which relationship should be between the step of approximation and the smoothness of the covariance of perturbing processes in order that the approximating functions converge to the Arratia flow.
Keywords:
Stochastic flow, stochastic differential equation, numerical approximation.
Citation:
I. I. Nishchenko, “Discrete time approximation of coalescing stochastic flows on the real line”, Theory Stoch. Process., 17(33):1 (2011), 70–78
Linking options:
https://www.mathnet.ru/eng/thsp42 https://www.mathnet.ru/eng/thsp/v17/i1/p70
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Abstract page: | 105 | Full-text PDF : | 34 | References: | 28 |
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