It\^o-Wiener expansion for functionals of the Arratia's flow $n$-point motion

zbMath1340.60079arXiv1507.00472MaRDI QIDQ3464094

G. V. Riabov

Publication date: 20 January 2016

Full work available at URL: https://arxiv.org/abs/1507.00472

zbMATH Keywords

Brownian motionItô-Wiener expansioncoalescing stochastic flow

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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