arXiv:1305.0839 Abstract | arXiv Analytics

arXiv:1305.0839 [math.PR]Abstract References Reviews Resources

Stochastic flows on metric graphs

Published 2013-05-03Version 1

We study a simple stochastic differential equation driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some condition, we describe the laws of all solutions. This work is a natural continuation of some previous papers by Hajri, Hajri-Raimond and Le Jan-Raimond where some particular graphs have been considered.

Categories: math.PR

Keywords: stochastic flows, simple stochastic differential equation driven, general oriented metric graph, brownian motion, natural continuation

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