Simplified Malliavin calculus
A complete differential formalism for stochastic calculus in manifolds
Integration by parts for jump processes
Integration by parts and Cameron-Martin formulas for the free path space of a compact riemannian manifold
A stochastic min-driven coalescence process and its hydrodynamical limit
A stochastic system of particles is considered in which the sizes of the particles increase by successive binary mergers with the constraint that each coagulation event involves a particle with minimal size. Convergence of a suitably renormalized version of this process to a deterministic hydrodynamical limit is shown and the time evolution of the minimal size is studied for both deterministic and stochastic models.
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