Geodesic
It\^o-Wiener expansion for functionals of the Arratia's flow n-point motion
Teoriâ slučajnyh processov, Tome 19 (2014) no. 2, pp. 64-89

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The structure of square integrable functionals measurable with respect to the $n$-point motion of the Arratia flow is studied. Relying on the change of measure technique, a new construction of multiple stochastic integrals along trajectories of the flow is presented. The analogue of the Itô-Wiener expansion for square integrable functionals from the Arratia's flow $n$-point motion is constructed.
Keywords: Brownian motion, Itô-Wiener expansion, coalescing stochastic flow. 
@article{THSP_2014_19_2_a5,
     author = {G. V. Riabov},
     title = {It\^o-Wiener expansion for functionals of the {Arratia's} flow n-point motion},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {64--89},
     publisher = {mathdoc},
     volume = {19},
     number = {2},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2014_19_2_a5/}
}
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G. V. Riabov. It\^o-Wiener expansion for functionals of the Arratia's flow n-point motion. Teoriâ slučajnyh processov, Tome 19 (2014) no. 2, pp. 64-89. http://geodesic.mathdoc.fr/item/THSP_2014_19_2_a5/