Non Homogeneous Stochastic Diffusion on a Junction
Probability
2023-11-28 v2
Abstract
The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent and borel coefficients. Such a process can be seen as a couple (x, i) with x a one dimensional continuous diffusion whose coefficients depends on the edge i where it is located. We then provide an It{\^o}'s formula for this process. Finally, we give an estimate of the local time of the process at the junction point.
Cite
@article{arxiv.1905.02501,
title = {Non Homogeneous Stochastic Diffusion on a Junction},
author = {Isaac Ohavi},
journal= {arXiv preprint arXiv:1905.02501},
year = {2023}
}
Comments
False construction of the process