Stochastic flows in the Brownian net.
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Mon, 08/11/2010 15:45 |
Jan Swart |
Stochastic Analysis Seminar  |
Eagle House |
| In this talk, we will look at the diffusive scaling limit of a class of one-dimensional random walks in a random space-time environment. In the scaling limit, this gives rise to a so-called stochastic flow of kernels as introduced by Le Jan and Raimond and generalized by Howitt and Warren. We will prove several new results about these stochastic flows of kernels by making use of the theory of the Brownian web and net. This is joint work with R. Sun and E. Schertzer. | |||