Itô-Wiener expansion for functionals of the Arratia's flow $n$-point motion

Abstract

The structure of square integrable functionals measurable with respect to the $n-$point motion of the Arratia flow is studied. Relying on the change of measure technique, a new construction of multiple stochastic integrals along trajectories of the flow is presented. The analogue of the Itô-Wiener expansion for square integrable functionals from the Arratia's flow $n-$point motion is constructed.

References in corpus (3)

• Nonclassical stochastic flows and continuous products
• One Brownian Stochastic Flow
• One version of the Clark representation theorem for Arratia flow