Duality for coalescing stochastic flows on the real line
Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 55-74
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For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric dynamical system itself is defined on a new state space for coalescing flows. General results are applied to Arratia flows with drift.
Keywords:
Stochastic flow, duality, random dynamical system, Arratia flow.
@article{THSP_2018_23_2_a5,
author = {G. V. Ryabov},
title = {Duality for coalescing stochastic flows on the real line},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {55--74},
publisher = {mathdoc},
volume = {23},
number = {2},
year = {2018},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a5/}
}
G. V. Ryabov. Duality for coalescing stochastic flows on the real line. Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 55-74. http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a5/