Multiplicative white noise functionals and the Krylov-Veretennikov expansion for coalescing stochastic flows
Probability
2011-07-26 v1
Abstract
In this article we consider multiplicative operator-valued white noise functionals related to a stochastic flow. A generalization of the Krylov-Veretennikov expansion is presented. An analog of such expansion for the Arratia flow is derived.
Keywords
Cite
@article{arxiv.1107.5026,
title = {Multiplicative white noise functionals and the Krylov-Veretennikov expansion for coalescing stochastic flows},
author = {Andrey A. Dorogovtsev},
journal= {arXiv preprint arXiv:1107.5026},
year = {2011}
}
Comments
24 pages