Multiplicative white noise functionals and the Krylov-Veretennikov expansion for coalescing stochastic flows
classification
🧮 math.PR
keywords
expansionflowfunctionalskrylov-veretennikovmultiplicativenoisestochasticwhite
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In this article we consider multiplicative operator-valued white noise functionals related to a stochastic flow. A generalization of the Krylov-Veretennikov expansion is presented. An analog of such expansion for the Arratia flow is derived.
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