One version of the Clark representation theorem for Arratia flow

Abstract

The article contains description of the functionals from the family of coalescing Brownian particles. New type of the stochastic integral is introduced and used.

9 pages

References in corpus (2)

• Flows, coalescence and noise
• One Brownian Stochastic Flow

Cited by in corpus (1)

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