Representations of the finite-dimensional point densities in Arratia flows with drift

A. A. Dorogovtsev; M. B. Vovchanskii

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arXiv · 2009.05808

Representations of the finite-dimensional point densities in Arratia flows with drift

A. A. Dorogovtsev·M. B. Vovchanskii

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Abstract

We derive representations for finite-dimensional densities of the point processed associated with an Arratia flow with drift in terms of conditional expectations of the stochastic exponentials appearing in the analog of the Girsanov theorem for Arratia flows.

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A. A. Dorogovtsev, M. B. Vovchanskii. 2020-09-12. Representations of the finite-dimensional point densities in Arratia flows with drift. https://arxiv.org/abs/2009.05808

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