APPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION
Language
en
Article de revue
This item was published in
Electronic Communications in Probability. 2016-12-12
Institute of Mathematical Statistics (IMS)
English Abstract
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.Read less <
English Keywords
stochastic flows
weak solution
Wiener chaos
sticky Brownian motion
Origin
Hal imported