Abstract for the talk at 22.04.2014 (14:00 h)
VortragVitalii Konarovski (Universitty of Tscherniwitzi, Ukraine)
Coalescing diffusion particles on the real line
The presentation is devoted to a mathematical model of diffusion particles on the real line. The particles start from all points of an interval, move independently up to the moment of meeting then coalesce and move together. Every particle has a mass, which influences its diffusion (the diffusion of the particle is inversely proportional to the mass). The mass of every particle u at a time t equals a Lebesgue measure of the set of particles coalescing with u by the time t. The question of existence such system is considered, the integral with respect to such flow is defined and the analogue of Ito formula is obtained.