Itō's formula for Walsh's Brownian motion and applications

DOI10.1016/j.spl.2013.12.021zbMath1315.60066OpenAlexW1983307577MaRDI QIDQ2452872

Hatem Hajri, Wajdi Touhami

Publication date: 5 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://orbilu.uni.lu/handle/10993/14409

zbMATH Keywords

harmonic functionsWalsh's Brownian motionstochastic flowsItō's formula

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (7)

Stochastic integral equations for Walsh semimartingales ⋮ Stochastic flows and an interface SDE on metric graphs ⋮ Limit behaviour of random walks on ℤ^mwith two-sided membrane ⋮ On skew sticky Brownian motion ⋮ Semimartingales on rays, Walsh diffusions, and related problems of control and stopping ⋮ Embedding of Walsh Brownian motion ⋮ Stationary distributions and convergence for Walsh diffusions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic flows related to Walsh Brownian motion
• Unfolding the Skorohod reflection of a semimartingale
• Flows, coalescence and noise.
• Diffusion processes on graphs: Stochastic differential equations, large deviation principle
• Stochastic flows on metric graphs

This page was built for publication: Itō's formula for Walsh's Brownian motion and applications