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2011 Stochastic Flows Related to Walsh Brownian Motion
Hatem Hajri
Author Affiliations +
Electron. J. Probab. 16: 1563-1599 (2011). DOI: 10.1214/EJP.v16-924

Abstract

We define an equation on a simple graph which is an extension of Tanaka's equation and the skew Brownian motion equation. We then apply the theory of transition kernels developed by Le Jan and Raimond and show that all the solutions can be classified by probability measures.

Citation

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Hatem Hajri. "Stochastic Flows Related to Walsh Brownian Motion." Electron. J. Probab. 16 1563 - 1599, 2011. https://doi.org/10.1214/EJP.v16-924

Information

Accepted: 24 August 2011; Published: 2011
First available in Project Euclid: 1 June 2016

zbMATH: 1245.60067
MathSciNet: MR2835247
Digital Object Identifier: 10.1214/EJP.v16-924

Subjects:
Primary: 60H25
Secondary: 60J60

Keywords: skew Brownian motion , Stochastic flows of kernels , Walsh Brownian motion

Vol.16 • 2011
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