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Stochastic integral over the arratia flow - MaRDI portal

Stochastic integral over the arratia flow

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Publication:2477489

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DOI10.1134/S1064562406050085zbMath1157.60053MaRDI QIDQ2477489

Publication date: 13 March 2008

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Girsanov theorem quadratic variation stochastic integral Arratia flow sticky particles

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

Cites Work

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