Stochastic flows in the Brownian web and net

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F14%3A00396636" target="_blank" >RIV/67985556:_____/14:00396636 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1090/S0065-9266-2013-00687-9" target="_blank" >http://dx.doi.org/10.1090/S0065-9266-2013-00687-9</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1090/S0065-9266-2013-00687-9" target="_blank" >10.1090/S0065-9266-2013-00687-9</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Stochastic flows in the Brownian web and net

Popis výsledku v původním jazyce

It is known that certain one-dimensional nearest-neighbor random walks in id. random space-time environments have diffusive scaling limits. Here, in the continuum limit, the random environment is represented by a `stochastic flow of kernels', which is acollection of random kernels that can be loosely interpreted as the transition probabilities of a Markov process in a random environment. The theory of stochastic flows of kernels was first developed by Le Jan and Raimond, who showed that each such flowis characterized by its n-point motions. Our work focuses on a class of stochastic flows of kernels with Brownian n-point motions which, after their inventors, will be called Howitt-Warren flows. Our main result gives a graphical construction of generalHowitt-Warren flows, where the underlying random environment takes on the form of a suitably marked Brownian web. This extends earlier work of Howitt and Warren who showed that a special case, the so-called `erosion flow', can be construc

Název v anglickém jazyce

Stochastic flows in the Brownian web and net

Popis výsledku anglicky

It is known that certain one-dimensional nearest-neighbor random walks in id. random space-time environments have diffusive scaling limits. Here, in the continuum limit, the random environment is represented by a `stochastic flow of kernels', which is acollection of random kernels that can be loosely interpreted as the transition probabilities of a Markov process in a random environment. The theory of stochastic flows of kernels was first developed by Le Jan and Raimond, who showed that each such flowis characterized by its n-point motions. Our work focuses on a class of stochastic flows of kernels with Brownian n-point motions which, after their inventors, will be called Howitt-Warren flows. Our main result gives a graphical construction of generalHowitt-Warren flows, where the underlying random environment takes on the form of a suitably marked Brownian web. This extends earlier work of Howitt and Warren who showed that a special case, the so-called `erosion flow', can be construc

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Memoirs of the American Mathematical Society

ISSN

0065-9266

e-ISSN

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Svazek periodika

227

Číslo periodika v rámci svazku

1065

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

160

Strana od-do

1-160

Kód UT WoS článku

000331073400001

EID výsledku v databázi Scopus

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