4 citations · 4 across the 3 of their papers we have counts for
5 papers · 1 filter
On a Brownian motion conditioned to stay in an open set
Georgii V. Riabov
Distribution of a Brownian motion conditioned to start from the boundary of an open set and to stay in for a finite period of time is studied. Characterizations of such dis…
Duality for coalescing stochastic flows on the real line
Georgii V. Riabov
For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect…
Stationary points in coalescing stochastic flows on
Andrey A. Dorogovtsev, Georgii V. Riabov, Björn Schmalfuß
This work is devoted to long-time properties of the Arratia flow with drift -- a stochastic flow on whose one-point motions are weak solutions to a stochastic differen…
Random dynamical systems generated by coalescing stochastic flows on
G. V. Riabov
Existence of random dynamical systems for a class of coalescing stochastic flows on is proved. A new state space for coalescing flows is built. As particular cases coa…
Itô-Wiener expansion for functionals of the Arratia's flow -point motion
Georgii Riabov
The structure of square integrable functionals measurable with respect to the point motion of the Arratia flow is studied. Relying on the change of measure technique, a new con…