Open Access
Translator Disclaimer
September 2017 A system of coalescing heavy diffusion particles on the real line
Vitalii Konarovskyi
Ann. Probab. 45(5): 3293-3335 (September 2017). DOI: 10.1214/16-AOP1137

Abstract

We construct a modified Arratia flow with mass and energy conservation. We suppose that particles have a mass obeying the conservation law, and their diffusion is inversely proportional to the mass. Our main result asserts that such a system exists under the assumption of the uniform mass distribution on an interval at the starting moment. We introduce a stochastic integral with respect to such a flow and obtain the total local time as the density of the occupation measure for all particles.

Citation

Download Citation

Vitalii Konarovskyi. "A system of coalescing heavy diffusion particles on the real line." Ann. Probab. 45 (5) 3293 - 3335, September 2017. https://doi.org/10.1214/16-AOP1137

Information

Received: 1 April 2015; Revised: 1 July 2016; Published: September 2017
First available in Project Euclid: 23 September 2017

zbMATH: 06812206
MathSciNet: MR3706744
Digital Object Identifier: 10.1214/16-AOP1137

Subjects:
Primary: 60K35, 82B21
Secondary: 60H05, 60J55

Rights: Copyright © 2017 Institute of Mathematical Statistics

JOURNAL ARTICLE
43 PAGES


SHARE
Vol.45 • No. 5 • September 2017
Back to Top