Duality for coalescing stochastic flows on the real line
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🧮 math.PR
math.DS
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flowscoalescingstochasticdualdynamicallinemetricreal
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For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric dynamical system itself is defined on a new state space for coalescing flows. General results are applied to Arratia flows with drift.
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