Properties of a wiener process with coalescence

A Wiener process with coalescence and its analog are discussed. We prove the existence of an initial distribution with preset final probabilities for this analog and investigate the problem of the existence of such distributions concentrated at a single point or absolutely continuous with respect to...

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Збережено в:
Бібліографічні деталі
Дата:2006
Автори: Malovichko, T. V., Маловичко, Т. В.
Формат: Стаття
Мова:Українська
Англійська
Опубліковано: Institute of Mathematics, NAS of Ukraine 2006
Онлайн доступ:https://umj.imath.kiev.ua/index.php/umj/article/view/3469
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
Опис
Резюме:A Wiener process with coalescence and its analog are discussed. We prove the existence of an initial distribution with preset final probabilities for this analog and investigate the problem of the existence of such distributions concentrated at a single point or absolutely continuous with respect to the Lebesgue measure. The behavior of a semigroup of a Wiener process with coalescence in the two-dimensional case and properties of a Wiener flow with coalescence are studied.