On a coupling of solutions to the interface SDE on a star graph

Abstract : 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.
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https://hal.archives-ouvertes.fr/hal-01262654
Contributor : Hatem Hajri <>
Submitted on : Tuesday, December 12, 2017 - 11:29:00 AM
Last modification on : Wednesday, November 21, 2018 - 5:52:06 PM

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  • HAL Id : hal-01262654, version 3
  • ARXIV : 1601.07326

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Hatem Hajri, Marc Arnaudon. On a coupling of solutions to the interface SDE on a star graph . 2017. ⟨hal-01262654v3⟩

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