Geodesic
A note on weak convergence of the $n$-point motions of Harris flows
Teoriâ slučajnyh processov, Tome 21 (2016) no. 2, pp. 4-13.

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In this note we extend the main results of [2] and [8], which concern the weak convergence of the $n$-point motions of smooth Harris flows to those of the Arratia flow, to the case when the covariance functions of these Harris flows converge pointwise to a covariance function whose support is of zero Lebesgue measure.
Keywords: Harris flows, Brownian stochastic flows, weak convergence.
Mots-clés : $n$-point motions 
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V. V. Fomichov. A note on weak convergence of the $n$-point motions of Harris flows. Teoriâ slučajnyh processov, Tome 21 (2016) no. 2, pp. 4-13. http://geodesic.mathdoc.fr/item/THSP_2016_21_2_a1/

[1] R. A. Arratia, Coalescing Brownian motions on the line, PhD thesis, University of Wisconsin, Madison, 1979

[2] A. A. Dorogovtsev, “One Brownian stochastic flow”, Theory of Stochastic Processes, 10(26):3-4 (2004), 21–25

[3] A. A. Dorogovtsev, V. V. Fomichov, “The rate of weak convergence of the $n$-point motions of Harris flows”, Dynamic Systems and Applications, 25:3 (2016), 377–392

[4] T. E. Harris, “Coalescing and noncoalescing stochastic flows in $R_1$”, Stochastic Processes and their Applications, 17 (1984), 187–210

[5] O. Kallenberg, Foundations of modern probability, 2nd ed., Springer, 2002

[6] H.-H. Kuo, Gaussian measures in Banach spaces, Lecture Notes in Mathematics, 463, Springer-Verlag, 1975

[7] M. P. Lagunova, “Stochastic differential equations with interaction and the law of iterated logarithm”, Theory of Stochastic Processes, 18(34):2 (2012), 54–58

[8] T. V. Malovichko, “On the convergence of the solutions of stochastic differential equations to the Arratia flow”, Ukrainian Mathematical Journal, 60:11 (2008), 1529–1538 (Russian)