On a coupling of solutions to the interface stochastic differential equation on a star graph

DOI10.1007/s10959-017-0803-zzbMath1435.60044OpenAlexW2780413213WikidataQ115382043 ScholiaQ115382043MaRDI QIDQ1721905

Hatem Hajri, Marc Arnaudon

Publication date: 13 February 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-017-0803-z

zbMATH Keywords

Walsh Brownian motionnon-Brownian filtrationstochastic equations on graphsTsirelson theorem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (1)

Matrix Hermite polynomials, random determinants and the geometry of Gaussian fields

Cites Work

• The solution of the perturbed Tanaka-equation is pathwise unique
• Three examples of Brownian flows on \(\mathbb{R}\)
• Random times and enlargements of filtrations in a Brownian setting.
• Stochastic flows and an interface SDE on metric graphs
• Triple points: From non-Brownian filtrations to harmonic measures
• Flows, coalescence and noise.
• Diffusion processes on graphs: Stochastic differential equations, large deviation principle
• On flows associated to Tanaka's SDE and related works
• Sur l'etude des martingales continues extrêmales
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