Stochastic flows related to Walsh Brownian motion

Hatem Hajri (1, 2)

1 UP11 - Université Paris-Sud - Paris 11
2 LM-Orsay - Laboratoire de Mathématiques d'Orsay

We define an equation on a simple graph which is an extension of Tanaka equation and the skew Brownian motion equation. We then apply the theory of transition kernels developped by Le Jan and Raimond and show that all the solutions can be classified by probability measures.

Domaines: Probabilités [math.PR]

Hatem Hajri. Stochastic flows related to Walsh Brownian motion. 2011. ⟨hal-00553630v2⟩