APPLICATION OF STOCHASTIC FLOWS TO 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.

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Published in:Electronic communications in probability 2016-12
Main Authors: Hajri, Hatem, Mine, Caglar, Arnaudon, Marc
Format: Article
Language:English
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Mathematics
Probability
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creator Hajri, Hatem
Mine, Caglar
Arnaudon, Marc
description 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.
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subjects Mathematics
Probability
title APPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION
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