Application of stochastic flows to the interface SDE on a star graph
Résumé
Using a perturbation method of stochastic flows of kernels, we prove some results on a particular coupling of solutions to the interface SDE on a star graph. 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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