论文标题

随着漂移的arratia流中有限维点密度的表示

Representations of the finite-dimensional point densities in Arratia flows with drift

论文作者

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

论文摘要

我们得出了与Arratia流动相关的点的有限维密度的表示,就Arratia Flow的Girsanov定理类似物中出现的随机指数的有条件期望而言。

We derive representations for finite-dimensional densities of the point processed 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 Arratia flows.

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