APPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION

Abstract : We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.
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https://hal.archives-ouvertes.fr/hal-01292907
Contributor : Hatem Hajri <>
Submitted on : Tuesday, December 27, 2016 - 2:15:49 PM
Last modification on : Wednesday, November 21, 2018 - 5:52:06 PM
Long-term archiving on : Tuesday, March 21, 2017 - 7:47:54 AM

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  • HAL Id : hal-01292907, version 2
  • ARXIV : 1603.07456

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Hatem Hajri, Caglar Mine, Marc Arnaudon. APPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2016. ⟨hal-01292907v2⟩

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