Duality for coalescing stochastic flows on the real line
G. V. RiabovTheory of Stochastic Processes
Vol.23 (39), no.2, 2018, pp.55-74
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 cocycles over the same metric dynamical system. The metric dynamical system itself is defined on a new state space for coalescing flows. General results are applied to Arratia flows with drift.