Gaussian structure in coalescing stochastic flows
A. A. Dorogovtsev, E. V. Glinynaya

TL;DR
This paper studies the Gaussian structure underlying coalescing stochastic flows, specifically analyzing the Arratia flow, and establishes a central limit theorem for multiple integrals with respect to its point measure.
Contribution
It introduces a Gaussian framework for the Arratia flow's point measure and proves a central limit theorem for multiple integrals, advancing understanding of stochastic flow structures.
Findings
Established a Gaussian structure in Arratia flow
Proved a central limit theorem for multiple integrals
Enhanced theoretical understanding of coalescing stochastic flows
Abstract
In the paper we consider the point measure that corresponds to Arratia flow. The central limit theorem of the multiple integrals with respect to this measure was obtained.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling
