Expansions and contractions of isotropic stochastic flows of homeomorphisms

DOI10.1214/aop/1022855641zbMath0936.60041OpenAlexW1631842368MaRDI QIDQ1307495

Vladimir V. Piterbarg

Publication date: 1 February 2000

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855641

zbMATH Keywords

clusteringcoalescencecontractionscoalescing Brownian motionconvergence of flows

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (6)

On conditioning Brownian particles to coalesce ⋮ A new approach for the construction of a Wasserstein diffusion ⋮ On global solutions of the random Hamilton–Jacobi equations and the KPZ problem ⋮ The Brownian web: characterization and convergence ⋮ The Brownian Web ⋮ THE FULL BROWNIAN WEB AS SCALING LIMIT OF STOCHASTIC FLOWS

Cites Work

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• Coalescing and noncoalescing stochastic flows in \(R_ 1\)
• Coalescing stochastic flows on the real line
• Isotropic stochastic flows
• Constructing nonhomeomorphic stochastic flows
• Rate of growth of the coalescent set in a coalescing stochastic flow

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