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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.
Аннотация:
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.
Ключевые слова:
Stochastic flow, duality, random dynamical system, Arratia flow.
Образец цитирования:
G. V. Ryabov, “Duality for coalescing stochastic flows on the real line”, Theory Stoch. Process., 23(39):2 (2018), 55–74
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp294 https://www.mathnet.ru/rus/thsp/v23/i2/p55
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