Discrete time approximation of coalescing stochastic flows on the real line
I. I. NishchenkoTheory of Stochastic Processes
Vol.17 (33), no.1, 2011, pp.70-78
We have constructed an approximation for the Harris and Arratia flows using a sequence of independent stationary Gaussian processes as a perturbation. We have established which relationship should be between the step of approximation and the smoothness of the covariance of perturbing processes in order that the approximating functions converge to the Arratia flow.