Sticky flows on the circle and their noises

Yves Le Jan, Olivier Raimond

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish (US)
Pages (from-to)63-82
Number of pages20
JournalProbability Theory and Related Fields
Volume129
Issue number1
DOIs
StatePublished - May 2004

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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