Application of Stochastic Flows to the Sticky Brownian Motion Equation

Autor:	Hajri, Hatem, Mine, Caglar, Arnaudon, Marc
Rok vydání:	2016
Předmět:	Mathematics - Probability
Zdroj:	Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2016
Druh dokumentu:	Working Paper
Popis:	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.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1603.07456 Zobrazit plný text záznamu View this record from Arxiv