Multiplicative white noise functionals and the Krylov-Veretennikov expansion for coalescing stochastic flows
arXiv:1107.5026
Abstract
In this article we consider multiplicative operator-valued white noise functionals related to a stochastic flow. A generalization of the Krylov-Veretennikov expansion is presented. An analog of such expansion for the Arratia flow is derived.
24 pages