Sticky flows on the circle and their noises |
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Authors: | Yves Le?Jan Email author" target="_blank">Olivier?RaimondEmail author |
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Institution: | (1) Département de Mathématiques, Bâtiment, 425, Université Paris-Sud, 91405 Orsay Cedex, France |
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Abstract: | This paper gives a construction of sticky flows on the circle. Sticky flows give examples of stochastic flows of kernels that interpolates between Arratias coalescing flow and the deterministic diffusion flow. They are associated with systems of sticky independent Brownian particles on the circle, for some fixed parameter of stickyness. It is proved that the noise generated by Brownian sticky flows is black. A new proof of the fact that the noise of Arratias coalescing flow is black is given. |
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