Stochastic flows on metric graphs

نویسندگان

  • Hatem Hajri
  • Olivier Raimond
چکیده

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.

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تاریخ انتشار 2014