English

Time-Reversal of Coalescing Diffusive Flows and Weak Convergence of Localized Disturbance Flows

Probability 2020-08-10 v2

Abstract

We generalize the coalescing Brownian flow, aka the Brownian web, considered as a weak flow to allow varying drift and diffusivity in the constituent diffusion processes and call these flows coalescing diffusive flows. We then identify the time-reversal of each coalescing diffusive flow and provide two distinct proofs of this identification. One of which is direct and the other proceeds by generalizing the concept of a localized disturbance flow to allow varying size and shape of disturbances, we show these new flows converge weakly under appropriate conditions to a coalescing diffusive flow and identify their time-reversals.

Keywords

Cite

@article{arxiv.1808.10164,
  title  = {Time-Reversal of Coalescing Diffusive Flows and Weak Convergence of Localized Disturbance Flows},
  author = {James Bell},
  journal= {arXiv preprint arXiv:1808.10164},
  year   = {2020}
}

Comments

57 pages