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

Access to Document

10.1007/s00440-003-0324-9

Cite this

@article{bca81aa7c1d7478ea69311fffb866f95,

title = "Sticky flows on the circle and their noises",

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.",

author = "{Le Jan}, Yves and Olivier Raimond",

year = "2004",

month = may,

doi = "10.1007/s00440-003-0324-9",

language = "English (US)",

volume = "129",

pages = "63--82",

journal = "Probability Theory and Related Fields",

issn = "0178-8051",

publisher = "Springer New York",

number = "1",

}

TY - JOUR

T1 - Sticky flows on the circle and their noises

AU - Le Jan, Yves

AU - Raimond, Olivier

PY - 2004/5

Y1 - 2004/5

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=2442620399&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=2442620399&partnerID=8YFLogxK

U2 - 10.1007/s00440-003-0324-9

DO - 10.1007/s00440-003-0324-9

M3 - Article

AN - SCOPUS:2442620399

VL - 129

SP - 63

EP - 82

JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

SN - 0178-8051

IS - 1

ER -

Sticky flows on the circle and their noises

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this