Arratia flow with drift and the Trotter formula for Brownian web

18 Jul 2018  ·  Dorogovtsev A. A., Vovchanskii M. B. ·

An analog of the Trotter formula for the Arratia flow is presented. Perturbations of the Brownian web by mappings associated with an ordinary differential equation with a smooth right part are considered and proved to be convergent exclusively in the weak sense... The flow obtained as a limit is the Arratia flow with drift. read more

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Probability