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Theory of Stochastic Processes, 2015, Volume 20(36), Issue 1, Pages 14–27 (Mi thsp94)  
Evolution of moments of isotropic Brownian stochastic flows

V. V. Fomichov

Institute of Mathematics, National Academy of Sciences of Ukraine, Kiev, Ukraine
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Abstract: In this paper we consider the asymptotic behaviour of all moments of the interparticle distance and of all mixed moments of an isotropic Brownian stochastic flow which serves as a smooth approximation of the Arratia flow.
Keywords: Isotropic Brownian stochastic flows, stochastic integral equations, asymptotic behaviour of moments, interparticle distance, Wiener sheet, Arratia flow.
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Document Type: Article
MSC: Primary 60H20; Secondary 60G44, 60G60
Language: English
Citation: V. V. Fomichov, “Evolution of moments of isotropic Brownian stochastic flows”, Theory Stoch. Process., 20(36):1 (2015), 14–27
Citation in format AMSBIB
\Bibitem{Fom15}
\by V.~V.~Fomichov
\paper Evolution of moments of isotropic Brownian stochastic flows
\jour Theory Stoch. Process.
\yr 2015
\vol 20(36)
\issue 1
\pages 14--27
\mathnet{http://mi.mathnet.ru/thsp94}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=3502393}
\zmath{https://zbmath.org/?q=an:1363.60091}
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