Stochastic Flows Related to Walsh Brownian Motion

Hatem Hajri (Université Paris Sud Orsay)

Abstract


We define an equation on a simple graph which is an extension of Tanaka's equation and the skew Brownian motion equation. We then apply the theory of transition kernels developed by Le Jan and Raimond and show that all the solutions can be classified by probability measures.

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Pages: 1563-1599

Publication Date: August 24, 2011

DOI: 10.1214/EJP.v16-924

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