Evolution of moments of isotropic Brownian stochastic flows

zbMATH Open1363.60091arXiv1606.03594MaRDI QIDQ2822232

V. V. Fomichov

Publication date: 27 September 2016

Published in: Theory of Stochastic Processes (Search for Journal in Brave)

Abstract: In this paper we consider the asymptotic behaviour of all moments of the interparticle distance and of all mixed moments of an isotropic Brownian stochastic flow which serves as a smooth approximation of the Arratia flow.

Full work available at URL: https://arxiv.org/abs/1606.03594

zbMATH Keywords

Wiener sheetstochastic integral equationArratia flowinterparticle distanceasymptotic behaviour of momentsisotropic Brownian stochastic flow

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

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