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Theory of Stochastic Processes, 2011, Volume 17(33), Issue 1, Pages 70–78 (Mi thsp42)  

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
Full-text PDF (161 kB) Citations (2)
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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.
Bibliographic databases:
Document Type: Article
MSC: 60H10, 60G46
Language: English
Citation: I. I. Nishchenko, “Discrete time approximation of coalescing stochastic flows on the real line”, Theory Stoch. Process., 17(33):1 (2011), 70–78
Citation in format AMSBIB
\Bibitem{Nis11}
\by I.~I.~Nishchenko
\paper Discrete time approximation of coalescing stochastic flows on the real line
\jour Theory Stoch. Process.
\yr 2011
\vol 17(33)
\issue 1
\pages 70--78
\mathnet{http://mi.mathnet.ru/thsp42}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3076878}
\zmath{https://zbmath.org/?q=an:1249.60122}
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  • https://www.mathnet.ru/eng/thsp42
  • https://www.mathnet.ru/eng/thsp/v17/i1/p70
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Theory of Stochastic Processes
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    Abstract page:105
    Full-text PDF :34
    References:28
     
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