APPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION
| hal.structure.identifier | Laboratoire de l'intégration, du matériau au système [IMS] | |
| dc.contributor.author | HAJRI, Hatem | |
| hal.structure.identifier | Koç University | |
| dc.contributor.author | MINE, Caglar | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | ARNAUDON, Marc | |
| dc.date.accessioned | 2024-04-04T03:12:00Z | |
| dc.date.available | 2024-04-04T03:12:00Z | |
| dc.date.issued | 2016-12-12 | |
| dc.identifier.issn | 1083-589X | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/193823 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.publisher | Institute of Mathematical Statistics (IMS) | |
| dc.rights.uri | http://hal.archives-ouvertes.fr/licences/copyright/ | |
| dc.subject.en | stochastic flows | |
| dc.subject.en | weak solution | |
| dc.subject.en | Wiener chaos | |
| dc.subject.en | sticky Brownian motion | |
| dc.title.en | APPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION | |
| dc.type | Article de revue | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 1603.07456 | |
| bordeaux.journal | Electronic Communications in Probability | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-01292907 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01292907v1 | |
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