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arXiv · 1105.3990

Discrete time approximation of coalescing stochastic flows on the real line

Iryna Nishchenko
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Abstract

In this paper we have constructed an approximation for the Harris flow and the Arratia flow using a sequence of independent stationary Gaussian processes as a perturbation. We have established what should be the relationship between the step of approximation and smoothness of the covariance of the perturbing processes in order to have convergence of the approximating functions to the Arratia flow.

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Iryna Nishchenko. 2011-05-19. Discrete time approximation of coalescing stochastic flows on the real line. https://arxiv.org/abs/1105.3990

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