On a coupling of solutions to the interface SDE on a star graph
Résumé
We prove some results on a particular coupling of solutions to the interface SDE on a star graph, recently introduced in [6]. This coupling consists in two solutions which are independent given the driving Brownian motion. As a consequence, we deduce that if the star graph contains 3 or more rays, the argument of the solution at a fixed time is independent of the driving Brownian motion.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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