Stochastic flows on metric graphs
Probability
2013-05-07 v1
Abstract
We study a simple stochastic differential equation driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some condition, we describe the laws of all solutions. This work is a natural continuation of some previous papers by Hajri, Hajri-Raimond and Le Jan-Raimond where some particular graphs have been considered.
Keywords
Cite
@article{arxiv.1305.0839,
title = {Stochastic flows on metric graphs},
author = {Hatem Hajri and Olivier Raimond},
journal= {arXiv preprint arXiv:1305.0839},
year = {2013}
}