Non Homogeneous Stochastic Diffusion on a Junction
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Publication:6318331
Abstract: The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent and borel coefficients. Such a process can be seen as a couple (x, i) with x a one dimensional continuous diffusion whose coefficients depends on the edge i where it is located. We then provide an It{^o}'s formula for this process. Finally, we give an estimate of the local time of the process at the junction point.
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