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Multiplicative white noise functionals and the Krylov-Veretennikov expansion for coalescing stochastic flows by Dorogovtsev, Andrey A. is a scholarly article available to read on EtoBox.

What is Multiplicative white noise functionals and the Krylov-Veretennikov expansion for coalescing stochastic flows about?

In this article we consider multiplicative operator-valued white noise functionals related to a stochastic flow. A generalization of the Krylov-Veretennikov expansion is presented. An analog of such expansion for the Arratia flow is derived.

Author

Dorogovtsev, Andrey A.

Published

2011

Language

EN