• Title of article

    Dynamics for the Brownian web and the erosion flow

  • Author/Authors

    Howitt، نويسنده , , Chris and Warren، نويسنده , , Jon، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    24
  • From page
    2028
  • To page
    2051
  • Abstract
    The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at each point in space–time, resampling the random walk increments, leads to some natural dynamics. In this paper we consider the corresponding dynamics for the Brownian web. In particular, pairs of coupled Brownian webs are studied, where the second web is obtained from the first by perturbing according to these dynamics. A stochastic flow of kernels, which we call the erosion flow, is obtained via a filtering construction from such coupled Brownian webs, and the N -point motions of this flow of kernels are identified.
  • Keywords
    Brownian web , Stochastic flow of kernels , Sticky Brownian motion
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578137