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| HAL : hal-00553691, version 2 |
| arXiv : 1101.1724 |
| Fiche détaillée |  Récupérer au format |
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| Versions disponibles : | v1 (10-01-2011) | v2 (02-10-2011) |
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| Discrete approximation to solution flows of Tanaka SDE related to Walsh Brownian motion |
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| Hatem Hajri 1, 2 |
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| (08/01/2011) |
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| In a previous work, we have defined a Tanaka SDE related to Walsh Brownian motion which depends on kernels. It was shown that there are only one Wiener solution and only one flow of mappings solving this equation. In the terminology of Le Jan and Raimond, these are respectively the stronger and the weaker among all solutions. In this paper, we obtain these solutions as limits of discrete models. |
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| 1 : | Université Paris 11, Paris Sud (UP11) |
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Université Paris XI - Paris Sud – Ministère de l'Enseignement Supérieur et de la Recherche Scientifique |
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| 2 : | Laboratoire de Mathématiques |
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Université Paris XI - Paris Sud |
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| Domaine | : | Mathématiques/Probabilités |
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| Liste des fichiers attachés à ce document : | ||||||||||
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| hal-00553691, version 2 | |
| http://hal.archives-ouvertes.fr/hal-00553691 | |
| oai:hal.archives-ouvertes.fr:hal-00553691 | |
| Contributeur : Hatem Hajri | |
| Soumis le : Dimanche 2 Octobre 2011, 18:39:31 | |
| Dernière modification le : Dimanche 2 Octobre 2011, 18:43:14 | |
