Itō's formula for Walsh's Brownian motion and applications
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Publication:2452872
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Cites work
- scientific article; zbMATH DE number 18222 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 5050949 (Why is no real title available?)
- Diffusion processes on graphs: Stochastic differential equations, large deviation principle
- Flows, coalescence and noise.
- Stochastic flows on metric graphs
- Stochastic flows related to Walsh Brownian motion
- Unfolding the Skorohod reflection of a semimartingale
Cited in
(9)- The Itô integral for Brownian motion in vector lattices. I
- On skew sticky Brownian motion
- Embedding of Walsh Brownian motion
- Stationary distributions and convergence for Walsh diffusions
- Stochastic flows and an interface SDE on metric graphs
- Brownian motion, martingales and Itô formula in Clifford analysis
- Stochastic integral equations for Walsh semimartingales
- Limit behaviour of random walks on ℤmwith two-sided membrane
- Semimartingales on rays, Walsh diffusions, and related problems of control and stopping
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