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arXiv · 1603.07456

Application of Stochastic Flows to the Sticky Brownian Motion Equation

Hatem Hajri·Caglar Mine·Marc Arnaudon
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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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BibTeXRIS

Hatem Hajri, Caglar Mine, Marc Arnaudon. 2016-03-24. Application of Stochastic Flows to the Sticky Brownian Motion Equation. https://arxiv.org/abs/1603.07456

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