کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156196 958808 2009 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Dynamics for the Brownian web and the erosion flow
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Dynamics for the Brownian web and the erosion flow
چکیده انگلیسی

The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at each point in space–time, resampling the random walk increments, leads to some natural dynamics. In this paper we consider the corresponding dynamics for the Brownian web. In particular, pairs of coupled Brownian webs are studied, where the second web is obtained from the first by perturbing according to these dynamics. A stochastic flow of kernels, which we call the erosion flow, is obtained via a filtering construction from such coupled Brownian webs, and the NN-point motions of this flow of kernels are identified.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 6, June 2009, Pages 2028–2051
نویسندگان
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