On the approximations of point measures associated with the Brownian web by means of the fractional step method and discretization of the initial interval

DOI10.1007/s11253-021-01862-wzbMath1470.60149arXiv2008.03000OpenAlexW3092961490WikidataQ114223164 ScholiaQ114223164MaRDI QIDQ2026648

M. B. Vovchanskii, Andrey A. Dorogovtsev

Publication date: 20 May 2021

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.03000

zbMATH Keywords

Arratia flowBrownian web

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites Work

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