Itō's formula for Walsh's Brownian motion and applications

DOI10.1016/J.SPL.2013.12.021zbMATH Open1315.60066OpenAlexW1983307577MaRDI QIDQ2452872FDOQ2452872

Authors: Hatem Hajri, Wajdi Touhami 

Publication date: 5 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://orbilu.uni.lu/handle/10993/14409

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zbMATH Keywords

harmonic functionsstochastic flowsWalsh's Brownian motionItō's formula

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• Diffusion processes on graphs: Stochastic differential equations, large deviation principle
• Title not available (Why is that?)
• Title not available (Why is that?)
• Flows, coalescence and noise.
• Unfolding the Skorohod reflection of a semimartingale
• Stochastic flows related to Walsh Brownian motion
• Title not available (Why is that?)
• Stochastic flows on metric graphs

Cited In (9)

• Brownian motion, martingales and Itô formula in Clifford analysis
• Stochastic integral equations for Walsh semimartingales
• Semimartingales on rays, Walsh diffusions, and related problems of control and stopping
• Embedding of Walsh Brownian motion
• Limit behaviour of random walks on ℤ^mwith two-sided membrane
• Stochastic flows and an interface SDE on metric graphs
• The Itô integral for Brownian motion in vector lattices. I
• On skew sticky Brownian motion
• Stationary distributions and convergence for Walsh diffusions

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