搜索结果: 1-3 共查到“概率论 FLOWS”相关记录3条 . 查询时间(0.151 秒)
We consider a stochastic flow driven by a finite-dimensional Brownian
motion. We show that almost every realization of such a flow exhibits strong
statistical properties such as th...
Multiplicative white noise functionals and the Krylov-Veretennikov expansion for coalescing stochastic flows
Krylov-Veretennikov expansion coalescing stochastic flows Probability
2011/9/20
Abstract: 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...
From flows of Lambda Fleming-Viot processes to lookdown processes via flows of partitions
Stochastic flow Fleming-Viot process Lookdown process Partition-valued process Coalescence Continuous state branching process Bridge
2011/9/14
Abstract: We show that the lookdown process can be pathwise embedded into a stochastic flow of bridges (F_{s,t},s\leq t) associated to a \Lambda\ coalescent. Such a flow of bridges couples an infinite...