Sticky flows on the circle and their noises

Yves Le Jan; Olivier Raimond

doi:10.1007/s00440-003-0324-9

Sticky flows on the circle and their noises

Yves Le Jan, Olivier Raimond

Mathematics

Research output: Contribution to journal › Article › peer-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 language	English (US)
Pages (from-to)	63-82
Number of pages	20
Journal	Probability Theory and Related Fields
Volume	129
Issue number	1
DOIs	https://doi.org/10.1007/s00440-003-0324-9
State	Published - May 2004

ASJC Scopus subject areas

Analysis
Statistics and Probability
Statistics, Probability and Uncertainty

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