Stochastic flows on metric graphs

Hatem Hajri (Université du Luxembourg)
Olivier Raimond (Université Paris Ouest Nanterre La Défense)

Abstract


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 previous works by Hajri, Hajri-Raimond and Le Jan-Raimond where some particular graphs have been considered.

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Pages: 1-20

Publication Date: January 19, 2014

DOI: 10.1214/EJP.v19-2773

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