论文标题

通过分数步骤方法和初始间隔的离散化,与布朗网络相关的点测量值的近似值

On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval

论文作者

Dorogovtsev, A. A., Vovchanskii, M. B.

论文摘要

Arratia流的分数步骤方法中的弱收敛速率是根据流动作用下Lebesque度量图像之间的Wasserstein距离建立的。我们介绍了有限维密度,描述了Arratia流中碰撞的序列,并为它们提供了明确的表达。通过离散的初始间隔,根据此类密度讨论了与Arratia流相关的点度量的相应近似值的收敛性。

The rate of the weak convergence in the fractional step method for the Arratia flow is established in terms of the Wasserstein distance between the images of the Lebesque measure under the action of the flow. We introduce finite-dimensional densities describing sequences of collisions in the Arratia flow and derive an explicit expression for them. With the initial interval discretized, the convergence of the corresponding approximations of the point measure associated with the Arratia flow is discussed in terms of such densities.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源