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On the Approximations of Point Measures Associated with the Brownian Web by Means of the Fractional Step Method and Discretization of the Initial Interval

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Published in 2021 at "Ukrainian Mathematical Journal"

DOI: 10.1007/s11253-021-01862-w

Abstract: UDC 519.21 We establish the rate of weak convergence in the fractional step method for the Arratia flow in terms of the Wasserstein distance between the images of the Lebesque measure under the action of… read more here.

Keywords: fractional step; step method; initial interval; approximations point ... See more keywords