  Consider the following mechanism for the random evolution of a distribution
of mass on the integer lattice ${\mathbf{Z}}$. At unit rate, independently for
each site, the mass at the site is split into two parts by choosing a random
proportion distributed according to some specified probability measure on
$[0,1]$ and dividing the mass in that proportion. One part then moves to each
of the two adjacent sites. This paper considers a continuous analogue of this
evolution, which may be described by means of a stochastic flow of kernels, the
theory of which was developed by Le Jan and Raimond. One of their results is
that such a flow is characterized by specifying its $N$ point motions, which
form a consistent family of Brownian motions. This means for each dimension $N$
we have a diffusion in ${\mathbf{R}}^N$, whose $N$ coordinates are all Brownian
motions. Any $M$ coordinates taken from the $N$-dimensional process are
distributed as the $M$-dimensional process in the family. Moreover, in this
setting, the only interactions between coordinates are local: when coordinates
differ in value they evolve independently of each other. In this paper we
explain how such multidimensional diffusions may be constructed and
characterized via martingale problems.
