Properties of a wiener process with coalescence

  • T. V. Malovichko

Abstract

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.
Published
25.04.2006
How to Cite
Malovichko, T. V. “Properties of a Wiener Process With Coalescence”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, no. 4, Apr. 2006, pp. 489–504, https://umj.imath.kiev.ua/index.php/umj/article/view/3469.
Section
Research articles