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hal.structure.identifierLaboratoire de l'intégration, du matériau au système [IMS]
dc.contributor.authorHAJRI, Hatem
hal.structure.identifierKoç University
dc.contributor.authorMINE, Caglar
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorARNAUDON, Marc
dc.date.accessioned2024-04-04T03:12:00Z
dc.date.available2024-04-04T03:12:00Z
dc.date.issued2016-12-12
dc.identifier.issn1083-589X
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/193823
dc.description.abstractEnWe 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.
dc.language.isoen
dc.publisherInstitute of Mathematical Statistics (IMS)
dc.rights.urihttp://hal.archives-ouvertes.fr/licences/copyright/
dc.subject.enstochastic flows
dc.subject.enweak solution
dc.subject.enWiener chaos
dc.subject.ensticky Brownian motion
dc.title.enAPPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION
dc.typeArticle de revue
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.identifier.arxiv1603.07456
bordeaux.journalElectronic Communications in Probability
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-01292907
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01292907v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Electronic%20Communications%20in%20Probability&rft.date=2016-12-12&rft.eissn=1083-589X&rft.issn=1083-589X&rft.au=HAJRI,%20Hatem&MINE,%20Caglar&ARNAUDON,%20Marc&rft.genre=article


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