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Article Dans Une Revue Electronic Journal of Probability Année : 2014

Stochastic flows on metric graphs

Résumé

We study a simple stochastic differential equation (SDE) driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some conditions, we describe the laws of all solutions. This work is a natural continuation of [17, 8, 10] where some particular metric graphs were considered.

Dates et versions

hal-01490006 , version 1 (14-03-2017)

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Citer

Hatem Hajri, Olivier Raimond. Stochastic flows on metric graphs. Electronic Journal of Probability, 2014, 19 (1-20), ⟨10.1214/EJP.v19-2773⟩. ⟨hal-01490006⟩

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