"November 1987, volume 70, number 376 (fourth of 6 numbers)."

Bibliography: p. 96-97.

Part I. Introduction 1. Background 2. Outline of the main results 3. Pure stochastic flows Part II. Construction of a pure stochastic flow with given finite-dimensional distributions 4. Convolution of measures with respect to composition of functions 5. A projective system for building a pure stochastic flow 6. Existence theorem for pure stochastic flows Part III. Construction of a stochastic flow assuming almost no fixed points of discontinuity 7. Probability measures with almost no fixed points of discontinuity 8. Fluid Radon probability measures and their convolution 9. Existence theorem for pure stochastic flows assuming almost no fixed points of discontinuity Part IV. 10. Construction of a convolution semigroup of probability measures from finite dimensional Markov processes Part V. Covariance functions and the corresponding sets of finite-dimensional motions 11. Algebraic properties of the covariance function 12. Constructing the finite-dimensional motions 13. Stochastic continuity in the non-isotropic case 14. Stochastic continuity and coalescence in the isotropic case 15. The one-dimensional case 16. An example in dimension two (due to T. E. Harris) Part VI. The geometry of coalescence 17. Coalescence times and the coalescent set process Appendix A. Baire sets, Borel sets, and Radon probability measures Appendix B. Projective systems of probability spaces

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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012

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