It\^o-Wiener expansion for functionals of the Arratia's flow $n$-point motion

Georgii Riabov

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arXiv · 1507.00472

It\^o-Wiener expansion for functionals of the Arratia's flow $n$-point motion

Georgii Riabov

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Abstract

The structure of square integrable functionals measurable with respect to the $n-$point motion of the Arratia flow is studied. Relying on the change of measure technique, a new construction of multiple stochastic integrals along trajectories of the flow is presented. The analogue of the It\^o-Wiener expansion for square integrable functionals from the Arratia's flow $n-$point motion is constructed.

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Georgii Riabov. 2015-07-02. It\^o-Wiener expansion for functionals of the Arratia's flow $n$-point motion. https://arxiv.org/abs/1507.00472

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