Application of Stochastic Flows to the Sticky Brownian Motion Equation
Probability
2016-12-30 v2
Abstract
We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.
Cite
@article{arxiv.1603.07456,
title = {Application of Stochastic Flows to the Sticky Brownian Motion Equation},
author = {Hatem Hajri and Caglar Mine and Marc Arnaudon},
journal= {arXiv preprint arXiv:1603.07456},
year = {2016}
}