A system of coalescing heavy diffusion particles on the real line

Konarovskyi V (2017)
Annals of Probability 45(5): 3293-3335.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Abstract / Bemerkung
We construct a modified Arratia flow with mass and energy conservation. We suppose that particles have a mass obeying the conservation law, and their diffusion is inversely proportional to the mass. Our main result asserts that such a system exists under the assumption of the uniform mass distribution on an interval at the starting moment. We introduce a stochastic integral with respect to such a flow and obtain the total local time as the density of the occupation measure for all particles.
Erscheinungsjahr
2017
Zeitschriftentitel
Annals of Probability
Band
45
Ausgabe
5
Seite(n)
3293-3335
ISSN
0091-1798
Page URI
https://pub.uni-bielefeld.de/record/2957876

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Konarovskyi V. A system of coalescing heavy diffusion particles on the real line. Annals of Probability. 2017;45(5):3293-3335.
Konarovskyi, V. (2017). A system of coalescing heavy diffusion particles on the real line. Annals of Probability, 45(5), 3293-3335. https://doi.org/10.1214/16-AOP1137
Konarovskyi, V. (2017). A system of coalescing heavy diffusion particles on the real line. Annals of Probability 45, 3293-3335.
Konarovskyi, V., 2017. A system of coalescing heavy diffusion particles on the real line. Annals of Probability, 45(5), p 3293-3335.
V. Konarovskyi, “A system of coalescing heavy diffusion particles on the real line”, Annals of Probability, vol. 45, 2017, pp. 3293-3335.
Konarovskyi, V.: A system of coalescing heavy diffusion particles on the real line. Annals of Probability. 45, 3293-3335 (2017).
Konarovskyi, Vitalii. “A system of coalescing heavy diffusion particles on the real line”. Annals of Probability 45.5 (2017): 3293-3335.

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