Modified Massive Arratia flow and Wasserstein diffusion
arXiv:1504.00559 · doi:10.1002/cpa.21758
Abstract
Extending previous work [arXiv:1408.0628] by the first author we present a variant of the Arratia flow, which consists of a collection of coalescing Brownian motions starting from every point of the unit interval. The important new feature of the model is that individual particles carry mass which aggregates upon coalescence and which scales the diffusivity of each particle in an inverse proportional way. In this work we relate the induced measure valued process to the Wasserstein diffusion of [arXiv:0704.0704]. First, we present the process as a martingale solution to a SPDE similar to [arXiv:0704.0704]. Second, as our main result we show a Varadhan formula for short times which is governed by the quadratic Wasserstein distance.
40 pages
References in corpus (6)
Cited by in corpus (13)
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