APPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION
Idioma
en
Article de revue
Este ítem está publicado en
Electronic Communications in Probability. 2016-12-12
Institute of Mathematical Statistics (IMS)
Resumen en inglés
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.< Leer menos
Palabras clave en inglés
stochastic flows
weak solution
Wiener chaos
sticky Brownian motion
Orígen
Importado de HalCentros de investigación