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 whose one-point motions are weak solutions to a stochastic differential equation 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.
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