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