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On the duality between coalescing Brownian particles and the heat equation driven by Fisher-Wright noise
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UNSPECIFIED (2005) On the duality between coalescing Brownian particles and the heat equation driven by Fisher-Wright noise. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 10 . pp. 136-145. ISSN 1083-589X.
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Abstract
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 -->U-t(x) to the stochastic PDE, at a fixed time, in terms of a labelled system of such particles.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | ELECTRONIC COMMUNICATIONS IN PROBABILITY | ||||
Publisher: | UNIV WASHINGTON, DEPT MATHEMATICS | ||||
ISSN: | 1083-589X | ||||
Official Date: | 13 July 2005 | ||||
Dates: |
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Volume: | 10 | ||||
Number of Pages: | 10 | ||||
Page Range: | pp. 136-145 | ||||
Publication Status: | Published |
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