Geodesic
Discrete time approximation of coalescing stochastic flows on the real line
Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 70-78

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We have constructed an approximation for the Harris and Arratia flows using a sequence of independent stationary Gaussian processes as a perturbation. We have established which relationship should be between the step of approximation and the smoothness of the covariance of perturbing processes in order that the approximating functions converge to the Arratia flow.
Keywords: Stochastic flow, stochastic differential equation, numerical approximation. 
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     author = {I. I. Nishchenko},
     title = {Discrete time approximation of coalescing stochastic flows on the real line},
     journal = {Teori\^a slu\v{c}ajnyh processov},
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     publisher = {mathdoc},
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     year = {2011},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a7/}
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I. I. Nishchenko. Discrete time approximation of coalescing stochastic flows on the real line. Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 70-78. http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a7/