Open Access
2014 Stochastic flows on metric graphs
Hatem Hajri, Olivier Raimond
Author Affiliations +
Electron. J. Probab. 19: 1-20 (2014). DOI: 10.1214/EJP.v19-2773


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 previous works by Hajri, Hajri-Raimond and Le Jan-Raimond where some particular graphs have been considered.


Download Citation

Hatem Hajri. Olivier Raimond. "Stochastic flows on metric graphs." Electron. J. Probab. 19 1 - 20, 2014.


Accepted: 19 January 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 1288.60081
MathSciNet: MR3164765
Digital Object Identifier: 10.1214/EJP.v19-2773

Primary: 60H25
Secondary: 60J60

Keywords: metric graphs , skew Brownian motion , Stochastic flows of kernels , stochastic flows of mappings

Vol.19 • 2014
Back to Top