Stochastic flows related to Walsh Brownian motion

DOI10.1214/EJP.V16-924zbMATH Open1245.60067arXiv1101.1575MaRDI QIDQ428536FDOQ428536

Authors: Hatem Hajri 

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We define an equation on a simple graph which is an extension of Tanaka equation and the skew Brownian motion equation. We then apply the theory of transition kernels developped by Le Jan and Raimond and show that all the solutions can be classified by probability measures.

Full work available at URL: https://arxiv.org/abs/1101.1575

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zbMATH Keywords

skew Brownian motionstochastic flows of kernelsWalsh Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (16)

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• Limit behaviour of random walks on ℤ^mwith two-sided membrane
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• Stochastic flows and an interface SDE on metric graphs
• Three examples of Brownian flows on \(\mathbb{R}\)
• Snapping out Walsh's Brownian motion and related stiff problem
• On a coupling of solutions to the interface stochastic differential equation on a star graph
• Itō's formula for Walsh's Brownian motion and applications
• RELATIONSHIP BETWEEN STOCHASTIC FLOWS AND CONNECTION FORMS
• Discrete approximations to solution flows of Tanaka's SDE related to Walsh Brownian motion
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• Stationary distributions and convergence for Walsh diffusions
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