Representations of the finite-dimensional point densities in Arratia flows with drift
Teoriâ slučajnyh processov, Tome 25 (2020) no. 1, pp. 25-36
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We derive representations for finite-dimensional densities of the point process associated with an Arratia flow with drift in terms of conditional expectations of the stochastic exponentials appearing in the analog of the Girsanov theorem for the Arratia flow.
Keywords:
Brownian web, Arratia flow, random measure, stochastic flow, Brownian bridge, point process.
@article{THSP_2020_25_1_a1,
author = {A. A. Dorogovtsev and M. B. Vovchanskii},
title = {Representations of the finite-dimensional point densities in {Arratia} flows with drift},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {25--36},
publisher = {mathdoc},
volume = {25},
number = {1},
year = {2020},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2020_25_1_a1/}
}
TY - JOUR AU - A. A. Dorogovtsev AU - M. B. Vovchanskii TI - Representations of the finite-dimensional point densities in Arratia flows with drift JO - Teoriâ slučajnyh processov PY - 2020 SP - 25 EP - 36 VL - 25 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/THSP_2020_25_1_a1/ LA - en ID - THSP_2020_25_1_a1 ER -
A. A. Dorogovtsev; M. B. Vovchanskii. Representations of the finite-dimensional point densities in Arratia flows with drift. Teoriâ slučajnyh processov, Tome 25 (2020) no. 1, pp. 25-36. http://geodesic.mathdoc.fr/item/THSP_2020_25_1_a1/