Modified Massive Arratia Flow and Wasserstein Diffusion

Konarovskyi V, von Renesse M-K (2019)
Communications on Pure and Applied Mathematics 72(4): 764-800.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Konarovskyi, VitaliiUniBi; von Renesse, Max-K.
Abstract / Bemerkung
Extending previous work by the first author we present a variant of the Arratia flow, which consists of a collection of coalescing Brownian motions starting from every point of the unit interval. The important new feature of the model is that individual particles carry mass that aggregates upon coalescence and that scales the diffusivity of each particle in an inverse proportional way. In this work we relate the induced measure-valued process to the Wasserstein diffusion of von Renesse and Sturm. First, we present the process as a martingale solution to an SPDE similar to that of von Renesse and Sturm. Second, as our main result we show a Varadhan formula 42 for short times that is governed by the quadratic Wasserstein distance. (c) 2018 Wiley Periodicals, Inc.
Erscheinungsjahr
2019
Zeitschriftentitel
Communications on Pure and Applied Mathematics
Band
72
Ausgabe
4
Seite(n)
764-800
ISSN
0010-3640
Page URI
https://pub.uni-bielefeld.de/record/2957875

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Konarovskyi V, von Renesse M-K. Modified Massive Arratia Flow and Wasserstein Diffusion. Communications on Pure and Applied Mathematics. 2019;72(4):764-800.
Konarovskyi, V., & von Renesse, M. - K. (2019). Modified Massive Arratia Flow and Wasserstein Diffusion. Communications on Pure and Applied Mathematics, 72(4), 764-800. https://doi.org/10.1002/cpa.21758
Konarovskyi, V., and von Renesse, M. - K. (2019). Modified Massive Arratia Flow and Wasserstein Diffusion. Communications on Pure and Applied Mathematics 72, 764-800.
Konarovskyi, V., & von Renesse, M.-K., 2019. Modified Massive Arratia Flow and Wasserstein Diffusion. Communications on Pure and Applied Mathematics, 72(4), p 764-800.
V. Konarovskyi and M.-K. von Renesse, “Modified Massive Arratia Flow and Wasserstein Diffusion”, Communications on Pure and Applied Mathematics, vol. 72, 2019, pp. 764-800.
Konarovskyi, V., von Renesse, M.-K.: Modified Massive Arratia Flow and Wasserstein Diffusion. Communications on Pure and Applied Mathematics. 72, 764-800 (2019).
Konarovskyi, Vitalii, and von Renesse, Max-K. “Modified Massive Arratia Flow and Wasserstein Diffusion”. Communications on Pure and Applied Mathematics 72.4 (2019): 764-800.

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