Stochastic Flows Related to Walsh Brownian Motion
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1. | Title | Title of document | Stochastic Flows Related to Walsh Brownian Motion |
2. | Creator | Author's name, affiliation, country | Hatem Hajri; Université Paris Sud Orsay; France |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Stochastic flows of kernels, Skew Brownian motion, Walsh Brownian motion. |
3. | Subject | Subject classification | Primary 60H25; Secondary 60J60 |
4. | Description | Abstract | We define an equation on a simple graph which is an extension of Tanaka's equation and the skew Brownian motion equation. We then apply the theory of transition kernels developed by Le Jan and Raimond and show that all the solutions can be classified by probability measures. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2011-08-24 |
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/924 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v16-924 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 16 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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