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arXiv · 1903.09018

Duality for coalescing stochastic flows on the real line

Georgii V. Riabov
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Abstract

For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric dynamical system itself is defined on a new state space for coalescing flows. General results are applied to Arratia flows with drift.

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Georgii V. Riabov. 2019-03-21. Duality for coalescing stochastic flows on the real line. https://arxiv.org/abs/1903.09018

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