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Эта публикация цитируется в 2 научных статьях (всего в 2 статьях)
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
Аннотация:
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.
Ключевые слова:
Stochastic flow, stochastic differential equation, numerical approximation.
Образец цитирования:
I. I. Nishchenko, “Discrete time approximation of coalescing stochastic flows on the real line”, Theory Stoch. Process., 17(33):1 (2011), 70–78
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp42 https://www.mathnet.ru/rus/thsp/v17/i1/p70
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Страница аннотации: | 100 | PDF полного текста: | 34 | Список литературы: | 25 |
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