To appear in Journal of Theoretical Probability
hal.structure.identifier | Laboratoire de l'intégration, du matériau au système [IMS] | |
dc.contributor.author | HAJRI, Hatem | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | ARNAUDON, Marc | |
dc.date.accessioned | 2024-04-04T03:07:42Z | |
dc.date.available | 2024-04-04T03:07:42Z | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/193467 | |
dc.description.abstractEn | Inspired by Tsirelson proof of the non Brownian character of WalshBrownian motion ltration on three or more rays, we prove some results on aparticular coupling of solutions to the interface SDE on a star graph, recentlyintroduced. This coupling consists in two solutions which are independentgiven the driving Brownian motion. As a consequence, we deduce that if the stargraph contains 3 or more rays, the argument of the solution at a xed time isindependent of the driving Brownian motion. | |
dc.language.iso | en | |
dc.title | To appear in Journal of Theoretical Probability | |
dc.title.en | On a coupling of solutions to the interface SDE on a star graph | |
dc.type | Document de travail - Pré-publication | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
dc.identifier.arxiv | 1601.07326 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
hal.identifier | hal-01262654 | |
hal.version | 1 | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-01262654v1 | |
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