Consistent families of Brownian motions and stochastic flows of kernels

DOI10.1214/08-AOP431zbMath1203.60123arXivmath/0611292MaRDI QIDQ837999

Jon Warren, Chris Howitt

Publication date: 21 August 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611292

zbMATH Keywords

martingale problemmultidimensional diffusionstochastic flow of kernelscells of N dimensional spaceN point motions

Mathematics Subject Classification ID

Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

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Cites Work

• Products of beta matrices and sticky flows
• Nonclassical stochastic flows and continuous products
• Dynamics for the Brownian web and the erosion flow
• Sticky Brownian motion as the strong limit of a sequence of random walks
• Flows, coalescence and noise.
• Sticky flows on the circle and their noises
• The Brownian net
• Sticky behavior of fluid particles in the compressible Kraichman model
• Particles and fields in fluid turbulence
• Sticky Brownian motion as the limit of storage processes
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