Representations of the finite-dimensional point densities in Arratia flows with drift

A.A. Dorogovtsev, N.B. Vovchanskii
Theory of Stochastic Processes
Vol.25 (41), no.1, 2020, pp.25-36
We derive representations for finite-dimensional densities of the point process associated with an Arratia flow with drift in terms of conditional expectations of the stochastic exponentials appearing in the analog of the Girsanov theorem for the Arratia flow.
DOI: https://doi.org/10.37863/tsp-5146373507-56
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