APPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION
Langue
en
Article de revue
Ce document a été publié dans
Electronic Communications in Probability. 2016-12-12
Institute of Mathematical Statistics (IMS)
Résumé en anglais
We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.
We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.< Réduire
Mots clés en anglais
stochastic flows
weak solution
Wiener chaos
sticky Brownian motion
Origine
Importé de halUnités de recherche