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Principle Seminar of the Department of Probability Theory, Moscow State University
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White noise and sticky flows A. A. Dorogovtsev Institute of Mathematics, Ukrainian National Academy of Sciences, Kiev |
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Abstract: The Fourier-Wiener transform and Ito-Wiener expansion are built for the functionals from Arratia flow. It is proved that the joint time of the free motion is finite in the arbitrary bounded system of the particles in Arratia flow. The large deviations principle for this flow is obtained. |
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