Entropy of stochastic flows
Sbornik. Mathematics, Tome 201 (2010) no. 5, pp. 645-653
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For sets in a Hilbert space the concept of quadratic entropy is introduced. It is shown that this entropy is finite for the range of a stochastic flow of Brownian particles on $\mathbb R$. This implies, in particular, the fact that the total time of the free travel in the Arratia flow of all particles that started from a bounded interval is finite.
Bibliography: 10 titles.
Keywords:
stochastic flow, entropy, Brownian motion, Arratia flow.
@article{SM_2010_201_5_a1,
author = {A. A. Dorogovtsev},
title = {Entropy of stochastic flows},
journal = {Sbornik. Mathematics},
pages = {645--653},
publisher = {mathdoc},
volume = {201},
number = {5},
year = {2010},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SM_2010_201_5_a1/}
}
A. A. Dorogovtsev. Entropy of stochastic flows. Sbornik. Mathematics, Tome 201 (2010) no. 5, pp. 645-653. http://geodesic.mathdoc.fr/item/SM_2010_201_5_a1/