A system of coalescing heavy diffusion particles on the real line
Probability
2017-09-28 v3
Abstract
We construct a modified Arratia flow with mass and energy conservation. We suppose that particles have a mass obeying the conservation law, and their diffusion is inversely proportional to the mass. Our main result asserts that such a system exists under the assumption of the uniform mass distribution on an interval at the starting moment. We introduce a stochastic integral with respect to such a flow and obtain the total local time as the density of the occupation measure for all particles.
Keywords
Cite
@article{arxiv.1408.0628,
title = {A system of coalescing heavy diffusion particles on the real line},
author = {Vitalii Konarovskyi},
journal= {arXiv preprint arXiv:1408.0628},
year = {2017}
}
Comments
47 pages