Convergence of solutions of stochastic differential equations to the Arratia flow

• Datum: 2008
• Hauptverfasser: Malovichko, T. V., Маловичко, Т. В.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2008
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3266
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We consider the solution $x_{\varepsilon}$ of the equation $$dx_{\varepsilon}(u,t) = \int\limits_\mathbb{R}\varphi_{\varepsilon}(x_{\varepsilon}(u,t) - r) W(dr,dt), $$ $$x_{\varepsilon}(u,0) = u,$$ where $W$ is a Wiener sheet on $\mathbb{R} \times [0; 1].$ For the case where $\varphi_{\varepsilon}^...