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Эта публикация цитируется в 1 научной статье (всего в 1 статье)
Asymptotics of disordering in the discrete approximation of an Arratia flow
E. V. Glinyanaya Institute of Mathematics of Ukrainian Academy of Sciences
Аннотация:
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.
Ключевые слова:
Stochastic flow, numerical approximation.
Образец цитирования:
E. V. Glinyanaya, “Asymptotics of disordering in the discrete approximation of an Arratia flow”, Theory Stoch. Process., 18(34):2 (2012), 8–14
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp25 https://www.mathnet.ru/rus/thsp/v18/i2/p8
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