6 M ay 2 00 2 Flows , coalescence and noise

نویسنده

  • Olivier Raimond
چکیده

We are interested in stationary “fluid” random evolutions with independent increments. Under some mild assumptions, we show they are solutions of a stochastic differential equation (SDE). There are situations where these evolutions are not described by flows of diffeomorphisms, but by coalescing flows or by flows of probability kernels. In an intermediate phase, for which there exists a coalescing flow and a flow of kernels solution of the SDE, a classification is given : All solutions of the SDE can be obtained by filtering a coalescing motion with respect to a sub-noise containing the Gaussian part of its noise. Thus, the coalescing motion cannot be described by a white noise.

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تاریخ انتشار 2002