Discrete time approximation of coalescing stochastic flows on the real line

zbMath1249.60122arXiv1105.3990MaRDI QIDQ2896743

I. I. Nishchenko

Publication date: 16 July 2012

Full work available at URL: https://arxiv.org/abs/1105.3990

zbMATH Keywords

approximationstationary Gaussian processArratia flowcoalescing stochastic flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales and classical analysis (60G46)

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