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2020 Time-reversal of coalescing diffusive flows and weak convergence of localized disturbance flows
James Bell
Electron. J. Probab. 25: 1-38 (2020). DOI: 10.1214/20-EJP500

Abstract

We generalize the coalescing Brownian flow, also known as the Brownian web, considered as a weak flow to allow varying drift and diffusivity in the constituent diffusion processes and call these flows coalescing diffusive flows. We then identify the time-reversal of each coalescing diffusive flow and provide two distinct proofs of this identification. One of which is direct and the other proceeds by generalizing the concept of a localized disturbance flow to allow varying size and shape of disturbances, we show these new flows converge weakly under appropriate conditions to a coalescing diffusive flow and identify their time-reversals.

Citation

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James Bell. "Time-reversal of coalescing diffusive flows and weak convergence of localized disturbance flows." Electron. J. Probab. 25 1 - 38, 2020. https://doi.org/10.1214/20-EJP500

Information

Received: 22 October 2018; Accepted: 26 July 2020; Published: 2020
First available in Project Euclid: 3 September 2020

zbMATH: 07252697
MathSciNet: MR4144885
Digital Object Identifier: 10.1214/20-EJP500

Subjects:
Primary: 60F17

JOURNAL ARTICLE
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