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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2015, том 20(36), выпуск 1, страницы 14–27 (Mi thsp94)

Evolution of moments of isotropic Brownian stochastic flows

V. V. Fomichov

Institute of Mathematics, National Academy of Sciences of Ukraine, Kiev, Ukraine

Аннотация: In this paper we consider the asymptotic behaviour of all moments of the interparticle distance and of all mixed moments of an isotropic Brownian stochastic flow which serves as a smooth approximation of the Arratia flow.

Ключевые слова: Isotropic Brownian stochastic flows, stochastic integral equations, asymptotic behaviour of moments, interparticle distance, Wiener sheet, Arratia flow.

MSC: Primary 60H20; Secondary 60G44, 60G60

Язык публикации: английский



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