Stochastic flows on metric graphs

Hatem Hajri; Olivier Raimond

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arXiv · 1305.0839

Stochastic flows on metric graphs

Hatem Hajri·Olivier Raimond

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Abstract

We study a simple stochastic differential equation driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some condition, we describe the laws of all solutions. This work is a natural continuation of some previous papers by Hajri, Hajri-Raimond and Le Jan-Raimond where some particular graphs have been considered.

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BibTeX RIS

Hatem Hajri, Olivier Raimond. 2013-05-03. Stochastic flows on metric graphs. https://arxiv.org/abs/1305.0839

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