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2014 Stochastic flows on metric graphs
Hatem Hajri, Olivier Raimond
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Electron. J. Probab. 19: 1-20 (2014). DOI: 10.1214/EJP.v19-2773

Abstract

We study a simple stochastic differential equation driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some condition, we describe the laws of all solutions. This work is a natural continuation of previous works by Hajri, Hajri-Raimond and Le Jan-Raimond where some particular graphs have been considered.

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Hatem Hajri. Olivier Raimond. "Stochastic flows on metric graphs." Electron. J. Probab. 19 1 - 20, 2014. https://doi.org/10.1214/EJP.v19-2773

Information

Accepted: 19 January 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 1288.60081
MathSciNet: MR3164765
Digital Object Identifier: 10.1214/EJP.v19-2773

Subjects:
Primary: 60H25
Secondary: 60J60

JOURNAL ARTICLE
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Vol.19 • 2014
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