Afficher la notice abrégée

To appear in Journal of Theoretical Probability

hal.structure.identifierLaboratoire de l'intégration, du matériau au système [IMS]
dc.contributor.authorHAJRI, Hatem
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorARNAUDON, Marc
dc.date.accessioned2024-04-04T03:07:42Z
dc.date.available2024-04-04T03:07:42Z
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/193467
dc.description.abstractEnInspired 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.isoen
dc.titleTo appear in Journal of Theoretical Probability
dc.title.enOn a coupling of solutions to the interface SDE on a star graph
dc.typeDocument de travail - Pré-publication
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.identifier.arxiv1601.07326
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
hal.identifierhal-01262654
hal.version1
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01262654v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.title=To%20appear%20in%20Journal%20of%20Theoretical%20Probability&rft.atitle=To%20appear%20in%20Journal%20of%20Theoretical%20Probability&rft.au=HAJRI,%20Hatem&ARNAUDON,%20Marc&rft.genre=preprint


Fichier(s) constituant ce document

FichiersTailleFormatVue

Il n'y a pas de fichiers associés à ce document.

Ce document figure dans la(les) collection(s) suivante(s)

Afficher la notice abrégée