English

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.

Keywords

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

R2 v1 2026-06-23T08:59:07.088Z