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On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise

   
@article{ECP1143,
	author = {Tim Hobson and Rodge Tribe},
	title = {On the Duality between Coalescing  Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {10},
	year = {2005},
	keywords = {},
	abstract = {This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the law of the solution $x \to U(t,x)$ to the stochastic PDE, at a fixed time, in terms of a labelled system of such particles.},
	pages = {no. 14, 136-145},
	issn = {1083-589X},
	doi = {10.1214/ECP.v10-1143},    
        url = {http://ecp.ejpecp.org/article/view/1143}}