Duality for coalescing stochastic flows on the real line
Probability
2019-03-22 v1 Dynamical Systems
Abstract
For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric dynamical system itself is defined on a new state space for coalescing flows. General results are applied to Arratia flows with drift.
Cite
@article{arxiv.1903.09018,
title = {Duality for coalescing stochastic flows on the real line},
author = {Georgii V. Riabov},
journal= {arXiv preprint arXiv:1903.09018},
year = {2019}
}