Serviceeinschränkungen vom 12.-22.02.2026 - weitere Infos auf der UB-Homepage

Treffer: CONSISTENT FAMILIES OF BROWNIAN MOTIONS AND STOCHASTIC FLOWS OF KERNELS

Title:
CONSISTENT FAMILIES OF BROWNIAN MOTIONS AND STOCHASTIC FLOWS OF KERNELS
Authors:
HOWITT, Chris, WARREN, Jon
Source:
Annals of probability. 37(4):1237-1272
Publisher Information:
Cleveland, OH: Institute of Mathematical Statistics, 2009.
Publication Year:
2009
Physical Description:
print, 17 ref
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Probabilités et statistiques, Probability and statistics, Théorie des probabilités et processus stochastiques, Probability theory and stochastic processes, Généralités, General topics, Théorie des probabilités sur les structures algébriques et topologiques, Probability theory on algebraic and topological structures, Processus stochastiques, Stochastic processes, Distribution aléatoire, Random distribution, Distribución aleatoria, Ecoulement stochastique, Stochastic flow, Flujo estocástico, Interaction, Interacción, Martingale, Mesure probabilité, Probability measure, Medida probabilidad, Mouvement brownien, Brownian motion, Movimiento browniano, Mouvement stochastique, Stochastic motion, Movimiento estocástico, Méthode noyau, Kernel method, Método núcleo, Noyau(mathématiques), Kernels, Réseau arithmétique, Integer lattice, Red aritmética, Théorie probabilité, Probability theory, Teoría probabilidad, 60B05, 60G48, 60K35, Martingale problem, Primary 60J60, multidimensional diffusion, secondary 60K35, sticky Brownian motion, stochastic flow
Document Type:
Fachzeitschrift Article
File Description:
text
Language:
English
Author Affiliations:
University of Warwick, United Kingdom
ISSN:
0091-1798
Access URL:
http://pascal-francis.inist.fr/vibad/index.php?action=search&terms=21805364
Rights:
Copyright 2009 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.21805364
Database:
PASCAL Archive

Weitere Informationen

Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice Z. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random proportion distributed according to some specified probability measure on [0, 1] and dividing the mass in that proportion. One part then moves to each of the two adjacent sites. This paper considers a continuous analogue of this evolution, which may be described by means of a stochastic flow of kernels, the theory of which was developed by Le Jan and Raimond. One of their results is that such a flow is characterized by specifying its N point motions, which form a consistent family of Brownian motions. This means for each dimension N we have a diffusion in RN, whose N coordinates are all Brownian motions. Any M coordinates taken from the N-dimensional process are distributed as the M-dimensional process in the family. Moreover, in this setting, the only interactions between coordinates are local: when coordinates differ in value they evolve independently of each other. In this paper we explain how such multidimensional diffusions may be constructed and characterized via martingale problems.