Stochastic flows related to Walsh Brownian motion

DOI10.1214/EJP.V16-924MaRDI QIDQ428536zbMATHFDO

Authors Hatem Hajri

Publication date 22 June 2012

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

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

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)

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.

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Cited in

(16)

• The skew Brownian permuton: A new universality class for random constrained permutations
• Tanaka's equation on the circle and stochastic flows
• RELATIONSHIP BETWEEN STOCHASTIC FLOWS AND CONNECTION FORMS
• Snapping out Walsh's Brownian motion and related stiff problem
• Stochastic flows acting on Schwartz distributions
• On flows associated to Tanaka's SDE and related works
• Itō's formula for Walsh's Brownian motion and applications
• Stationary distributions and convergence for Walsh diffusions
• Stochastic flows and an interface SDE on metric graphs
• Discrete approximations to solution flows of Tanaka's SDE related to Walsh Brownian motion
• On a coupling of solutions to the interface stochastic differential equation on a star graph
• Stochastic integral equations for Walsh semimartingales
• Limit behaviour of random walks on ℤ^mwith two-sided membrane
• scientific article; zbMATH DE number 6989211 (Why is no real title available?)
• Stochastic flows on metric graphs
• Three examples of Brownian flows on \(\mathbb{R}\)

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