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2017 Application of stochastic flows to the sticky Brownian motion equation
Hatem Hajri, Mine Caglar, Marc Arnaudon
Electron. Commun. Probab. 22: 1-10 (2017). DOI: 10.1214/16-ECP37

Abstract

We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.

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Hatem Hajri. Mine Caglar. Marc Arnaudon. "Application of stochastic flows to the sticky Brownian motion equation." Electron. Commun. Probab. 22 1 - 10, 2017. https://doi.org/10.1214/16-ECP37

Information

Received: 5 October 2016; Accepted: 12 December 2016; Published: 2017
First available in Project Euclid: 5 January 2017

zbMATH: 1357.60083
MathSciNet: MR3607798
Digital Object Identifier: 10.1214/16-ECP37

Subjects:
Primary: 60H25
Secondary: 60J60

Keywords: Sticky Brownian motion , Stochastic flows , Weak solution , Wiener Chaos

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