| Título: | On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise |
| Autores: |
Hobson, Tim; University of Warwick, UK Tribe, Rodge; University of Warwick, UK |
| Fecha: | 2005-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: | No aplica |
| Descripción: | This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the law of the solution $x \to U(t,x)$ to the stochastic PDE, at a fixed time, in terms of a labelled system of such particles. |
| Idioma: | No aplica |
1 On the Non-Convexity of the Time Constant in First-Passage Percolation por Kesten, Harry; Cornell University | 6 Simulations and Conjectures for Disconnection Exponents por Puckette, Emily E.; Occidental College,Werner, Wendelin; Université Paris-Sud and IUF |
2 A Proof of a Conjecture of Bobkov and Houdré por Kwapien, S.; Warsaw University,Pycia, M.; Warsaw University,Schachermayer, W.; University of Vienna | 7 Excursions Into a New Duality Relation for Diffusion Processes por Jansons, Kalvis M.; University College London |
3 Moderate Deviations for Martingales with Bounded Jumps por Dembo, Amir; Stanford University | 8 Percolation Beyond $Z^d$, Many Questions And a Few Answers por Benjamini, Itai; Weizmann Institute of Science,Schramm, Oded; Microsoft Research |
4 Bounds for Disconnection Exponents por Werner, Wendelin; Université Paris-Sud and IUF | 9 Transportation Approach to Some Concentration Inequalities in Product Spaces por Dembo, Amir; Stanford University,Zeitouni, Ofer; Technion - Israel Institute of Technology |
5 The Dimension of the Frontier of Planar Brownian Motion por Lawler, Gregory F.; Duke University | 10 Surface Stretching for Ornstein Uhlenbeck Velocity Fields por Carmona, Rene; Princeton University,Grishin, Stanislav; Princeton University,Xu, Lin; Princeton University,Molchanov, Stanislav; University of North Carolina at Charlotte |