Stochastic flows related to Walsh Brownian motion

DOI10.1214/EJP.V16-924zbMath1245.60067arXiv1101.1575MaRDI QIDQ428536

Hatem Hajri

Publication date: 22 June 2012

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

Full work available at URL: https://arxiv.org/abs/1101.1575

zbMATH Keywords

skew Brownian motionstochastic flows of kernelsWalsh Brownian motion

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60)

Related Items (8)

Stochastic integral equations for Walsh semimartingales ⋮ The skew Brownian permuton: A new universality class for random constrained permutations ⋮ Stochastic flows and an interface SDE on metric graphs ⋮ Limit behaviour of random walks on ℤ^mwith two-sided membrane ⋮ Itō's formula for Walsh's Brownian motion and applications ⋮ Three examples of Brownian flows on \(\mathbb{R}\) ⋮ Unnamed Item ⋮ Stationary distributions and convergence for Walsh diffusions

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