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arXiv · 1310.7431

Arratia flow with drift and the Trotter formula for Brownian web

A. A. Dorogovtsev·M. B. Vovchanskii
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Abstract

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.

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A. A. Dorogovtsev, M. B. Vovchanskii. 2013-10-28. Arratia flow with drift and the Trotter formula for Brownian web. https://doi.org/10.31390/cosa.12.1.07

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