scientific article; zbMATH DE number 5050949

MaRDI QIDQ5485646zbMATH OpenFDO

Authors Yves Le Jan, Olivier Raimond

Publication date 4 September 2006

zbMATH Keywords

coalescencenoisestochastic differential equationstochastic flows

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40)

Cited in

(10)

• Dynamics for the Brownian web and the erosion flow
• Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes
• On the construction of measure-valued dual processes
• Itō's formula for Walsh's Brownian motion and applications
• scientific article; zbMATH DE number 6989211 (Why is no real title available?)
• Three examples of Brownian flows on \(\mathbb{R}\)
• Regular Perturbation of V-Geometrically Ergodic Markov Chains
• The skew Brownian permuton: A new universality class for random constrained permutations
• The Wiener stochastic flow associated with the skew sticky Tanaka equation
• Degenerate semigroups and stochastic flows of mappings in foliated manifolds

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