One version of the Clark representation theorem for Arratia flow

Details One version of the Clark representation theorem for Arratia flow One version of the Clark representation theorem for Arratia flow

2006-11-24

arxiv.org/abs/math/0611748v1

Theory of Stochastic Processes, 2005, # 3-4, p. 63-70

Mathematics

Probability

9 pages

Scientific paper

The article contains description of the functionals from the family of
coalescing Brownian particles. New type of the stochastic integral is
introduced and used.

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