It\^o-Wiener expansion for functionals of the Arratia's flow $n$-point motion
Probability
2015-07-03 v1
Abstract
The structure of square integrable functionals measurable with respect to the point motion of the Arratia flow is studied. Relying on the change of measure technique, a new construction of multiple stochastic integrals along trajectories of the flow is presented. The analogue of the It\^o-Wiener expansion for square integrable functionals from the Arratia's flow point motion is constructed.
Keywords
Cite
@article{arxiv.1507.00472,
title = {It\^o-Wiener expansion for functionals of the Arratia's flow $n$-point motion},
author = {Georgii Riabov},
journal= {arXiv preprint arXiv:1507.00472},
year = {2015}
}