{"title":"Representations of the finite-dimensional point densities in Arratia flows with drift","authors":"A. Dorogovtsev, M. B. Vovchanskii","doi":"10.37863/tsp-5146373507-56","DOIUrl":null,"url":null,"abstract":"\nWe derive representations for finite-dimensional densities of the point process associated with an Arratia flow with drift in terms of conditional expectations of the stochastic exponentials appearing in the analog of the Girsanov theorem for the Arratia flow. \n","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":"35 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2020-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Stochastic Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37863/tsp-5146373507-56","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 1
Abstract
We derive representations for finite-dimensional densities of the point process associated with an Arratia flow with drift in terms of conditional expectations of the stochastic exponentials appearing in the analog of the Girsanov theorem for the Arratia flow.
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