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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 2010 Volume 201, Number 5, Pages 17–26 (Mi sm7570)

This article is cited in 5 papers

Entropy of stochastic flows

A. A. Dorogovtsev

Institute of Mathematics, Ukrainian National Academy of Sciences

Abstract: For sets in a Hilbert space the concept of quadratic entropy is introduced. It is shown that this entropy is finite for the range of a stochastic flow of Brownian particles on $\mathbb R$. This implies, in particular, the fact that the total time of the free travel in the Arratia flow of all particles that started from a bounded interval is finite.
Bibliography: 10 titles.

Keywords: stochastic flow, entropy, Brownian motion, Arratia flow.

UDC: 519.216.7+519.218.6

MSC: 60Hxx, 60J65

Received: 24.04.2009 and 28.09.2009

DOI: 10.4213/sm7570


 English version:
Sbornik: Mathematics, 2010, 201:5, 645–653

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