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Pré-Publication, Document De Travail Année : 2016

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.
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Dates et versions

hal-01262654 , version 1 (27-01-2016)
hal-01262654 , version 2 (24-03-2016)
hal-01262654 , version 3 (12-12-2017)

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Marc Arnaudon, Hatem Hajri. On a coupling of solutions to the interface SDE on a star graph. 2016. ⟨hal-01262654v1⟩
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