Duality for coalescing stochastic flows on the real line

G. V. Ryabov

Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 55-74.

Résumé

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.

Détail

Keywords: Stochastic flow, duality, random dynamical system, Arratia flow.

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