A system of coalescing heavy diffusion particles on the real line

Citation
Konarovskyi, Vitalii, A system of coalescing heavy diffusion particles on the real line, Annals of probability (Online) , 45(5), 2017, pp. 3293-3335
ISSN journal
2168894X
Volume
45
Issue
5
Year of publication
2017
Pages
3293 - 3335
Database
ACNP
SICI code
Abstract
We construct a modified Arratia flow with mass and energy conservation. We suppose that particles have a mass obeying the conservation law, and their diffusion is inversely proportional to the mass. Our main result asserts that such a system exists under the assumption of the uniform mass distribution on an interval at the starting moment. We introduce a stochastic integral with respect to such a flow and obtain the total local time as the density of the occupation measure for all particles.