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Stochastic flows associated to coalescent processes

✍ Scribed by Jean Bertoin; Jean-Françcois Le Gall


Publisher
Springer
Year
2003
Tongue
English
Weight
288 KB
Volume
126
Category
Article
ISSN
1432-2064

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Flows Associated to Tangent Processes on
✍ Fernanda Cipriano; Ana Bela Cruzeiro 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 174 KB

We prove, under certain regularity assumptions on the coefficients, that tangent processes (namely semimartingales d! { =a dx { +b d{ where a is an antisymmetric matrix) generate flows on the classical Wiener space. Main applications of the result can be found in the study of the geometry of path sp