1 citations · 1 across the 2 of their papers we have counts for
4 papers
Implementable coupling of Lévy process and Brownian motion
Vladimir Fomichov, Jorge González Cázares, Jevgenijs Ivanovs
We provide a simple algorithm for construction of Brownian paths approximating those of a Lévy process on a finite time interval. It requires knowledge of the Lévy process trajecto…
The central limit theorem for the number of clusters of the Arratia flow
E. V. Glinyanaya, V. V. Fomichov
In this paper we prove the central limit theorem for the number of clusters formed by the particles of the Arratia flow starting from the interval as and obtai…
A note on weak convergence of the -point motions of Harris flows
V. V. Fomichov
In this note we extend the main results of [2] and [8], which concern the weak convergence of the -point motions of smooth Harris flows to those of the Arratia flow, to the case…
Evolution of moments of isotropic Brownian stochastic flows
V. V. Fomichov
In this paper we consider the asymptotic behaviour of all moments of the interparticle distance and of all mixed moments of an isotropic Brownian stochastic flow which serves as a…