On a coupling of solutions to the interface SDE on a star graph
To appear in Journal of Theoretical Probability
Résumé
Inspired by Tsirelson proof of the non Brownian character of Walsh
Brownian motion ltration on three or more rays, we prove some results on a
particular coupling of solutions to the interface SDE on a star graph, recently
introduced. 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 xed time is
independent of the driving Brownian motion.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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