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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2012, том 18(34), выпуск 2, страницы 8–14 (Mi thsp25)

Эта публикация цитируется в 1 статье

Asymptotics of disordering in the discrete approximation of an Arratia flow

E. V. Glinyanaya

Institute of Mathematics of Ukrainian Academy of Sciences

Аннотация: We propose an approach to study the geometrical properties of stochastic flows with coalescence. We consider the discrete time approximation of a stochastic flow. In contrast to flows with continuous time, the ordering of particles in the discrete-time flows does not hold. The disordering in the approximation scheme can be considered as geometrical properties of a stochastic flow. We establish the rate of decrease to zero of the time which two particles spend in the opposite order.

Ключевые слова: Stochastic flow, numerical approximation.

MSC: 60K35, 60H35

Язык публикации: английский



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