Stochastic flows on metric graphs
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | Stochastic flows on metric graphs |
2. | Creator | Author's name, affiliation, country | Hatem Hajri; Université du Luxembourg; Luxembourg |
2. | Creator | Author's name, affiliation, country | Olivier Raimond; Université Paris Ouest Nanterre La Défense; France |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Skew Brownian motion; stochastic flows of mappings; stochastic flows of kernels; metric graphs |
3. | Subject | Subject classification | Primary 60H25; Secondary: 60J60. |
4. | Description | 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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2014-01-19 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/2773 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v19-2773 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 19 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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