| Título: | Stochastic flows on metric graphs |
| Autores: |
Hajri, Hatem; Université du Luxembourg Raimond, Olivier; Université Paris Ouest Nanterre La Défense |
| Fecha: | 2014-01-02 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Skew Brownian motion; stochastic flows of mappings; stochastic flows of kernels; metric graphs Primary 60H25; Secondary: 60J60. |
| Descripción: | We study a simple stochastic differential equation driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some condition, we describe the laws of all solutions. This work is a natural continuation of previous works by Hajri, Hajri-Raimond and Le Jan-Raimond where some particular graphs have been considered. |
| Idioma: | Inglés |
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