| Título: | Stochastic Flows Related to Walsh Brownian Motion |
| Autores: | Hajri, Hatem; Université Paris Sud Orsay |
| Fecha: | 2011-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Stochastic flows of kernels, Skew Brownian motion, Walsh Brownian motion. Primary 60H25; Secondary 60J60 |
| Descripción: | We define an equation on a simple graph which is an extension of Tanaka's equation and the skew Brownian motion equation. We then apply the theory of transition kernels developed by Le Jan and Raimond and show that all the solutions can be classified by probability measures. |
| Idioma: | No aplica |
1 Lévy Classes and Self-Normalization por Khoshnevisan, Davar; University of Utah | 6 Time-Space Analysis of the Cluster-Formation in Interacting Diffusions por Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics,Greven, Andreas; Universitat Erlangen-Nurnberg |
2 Hausdorff Dimension of Cut Points for Brownian Motion por Lawler, Gregory F.; Duke University and Cornell University | 7 Conditional Moment Representations for Dependent Random Variables por Bryc, Wlodzimierz; University of Cincinnati |
3 Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times por Bass, Richard F.; University of Washington,Burdzy, Krzysztof; University of Washington | 8 Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations por Liao, Xiao Xin; University of Strathclyde,Mao, Xuerong; University of Strathclyde |
4 Random Discrete Distributions Derived from Self-Similar Random Sets por Pitman, Jim; University of California, Berkeley,Yor, Marc; Université Pierre et Marie Curie | 9 Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes por Roberts, Gareth O.; University of Cambridge,Rosenthal, Jeffrey S.; University of Toronto |
5 A Microscopic Model for the Burgers Equation and Longest Increasing Subsequences por Seppäläinen, Timo; Iowa State University | 10 Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures por Ben Arous, Gérard; Ecole Normale Supérieure,Cerf, Raphaël; Université Paris Sud |