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arxiv: 1507.00472 · v1 · pith:EUVBXX34new · submitted 2015-07-02 · 🧮 math.PR

It\^o-Wiener expansion for functionals of the Arratia's flow n-point motion

classification 🧮 math.PR
keywords flowarratiafunctionalsmotionpointexpansionintegrableo-wiener
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The structure of square integrable functionals measurable with respect to the $n-$point motion of the Arratia flow is studied. Relying on the change of measure technique, a new construction of multiple stochastic integrals along trajectories of the flow is presented. The analogue of the It\^o-Wiener expansion for square integrable functionals from the Arratia's flow $n-$point motion is constructed.

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