Stochastic Flows in the Brownian Web and Net
Emmanuel Schertzer; Rongfeng Sun; Jan M. Swart
AMERICAN MATHEMATICAL SOCIETY
2014
pokkari
It is known that certain one-dimensional nearest-neighbour random walks in i.i.d. random space-time environments have diffusive scaling limits. Here, in the continuum limit, the random environment is represented by a â??stochastic flow of kernels', which is a collection of random kernels that can be loosely interpreted as the transition probabilities of a Markov process in a random environment.