Stochastic flows and an interface SDE on metric graphs

DOI10.1016/j.spa.2015.07.014zbMath1330.60072arXiv1310.3576OpenAlexW1673995258MaRDI QIDQ898398

Olivier Raimond, Hatem Hajri

Publication date: 8 December 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.3576

zbMATH Keywords

stochastic differential equationWalsh's Brownian motionstochastic flowsmetric graphreflected Brownian motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Related Items (3)

On a coupling of solutions to the interface stochastic differential equation on a star graph ⋮ Unnamed Item ⋮ An averaging principle for stochastic flows and convergence of non-symmetric Dirichlet forms

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