English

Stationary points in coalescing stochastic flows on $\mathbb{R}$

Probability 2018-08-21 v1 Dynamical Systems

Abstract

This work is devoted to long-time properties of the Arratia flow with drift -- a stochastic flow on R\mathbb{R} whose one-point motions are weak solutions to a stochastic differential equation dX(t)=a(X(t))dt+dw(t)dX(t)=a(X(t))dt+dw(t) that move independently before the meeting time and coalesce at the meeting time. We study special modification of such flow (constructed in \cite{Riabov}) that gives rise to a random dynamical system and thus allows to discuss stationary points. Existence of a unique stationary point is proved in the case of a strictly monotone Lipschitz drift by developing a variant of a pullback procedure. Connections between the existence of a stationary point and properties of a dual flow are discussed.

Keywords

Cite

@article{arxiv.1808.05969,
  title  = {Stationary points in coalescing stochastic flows on $\mathbb{R}$},
  author = {Andrey A. Dorogovtsev and Georgii V. Riabov and Björn Schmalfuß},
  journal= {arXiv preprint arXiv:1808.05969},
  year   = {2018}
}

Comments

16 pages, 2 figures

R2 v1 2026-06-23T03:37:08.198Z