Sticky flows on the circle and their noises
成果类型：
Article
署名作者：
Le Jan, Y; Raimond, O
署名单位：
Universite Paris Saclay
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-003-0324-9
发表日期：
2004
页码：
63-82
关键词：
摘要：
This paper gives a construction of sticky flows on the circle. Sticky flows give examples of stochastic flows of kernels that interpolates between Arratia's coalescing flow and the deterministic diffusion flow. They are associated with systems of sticky independent Brownian particles on the circle, for some fixed parameter of stickyness. It is proved that the noise generated by Brownian sticky flows is black. A new proof of the fact that the noise of Arratia's coalescing flow is black is given.
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