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Some remarks on a Wiener flow with coalescence

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Abstract

We study properties of a stochastic flow that consists of Brownian particles coalescing at contact time.

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References

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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, No. 10, pp. 1327–1333, October, 2005.

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Dorogovtsev, A.A. Some remarks on a Wiener flow with coalescence. Ukr Math J 57, 1550–1558 (2005). https://doi.org/10.1007/s11253-006-0013-9

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Keywords

  • Contact Time
  • Brownian Particle
  • Stochastic Flow