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Stochastic flows on metric graphs


 
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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 PDF
 
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
 
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