Stochastic flows and sticky Brownian motion

Subject: QAarxiv: Mathematics::Probability

References
(9)
[Chi97] R. Chitashvili,On the nonexistenceof a strongsolutionin the boundaryproblemfor a sticky Brownianmotion, Proc. A. RazmadzeMath. Inst. 115 (1997), 1731. MR MR1639096(99g:60096)
[DEF+00] Peter Donnelly,Steven N. Evans, Klaus Fleischmann,Thomas G. Kurtz, and XiaowenZhou, Continuumsitessteppingstonemodels, coalescingexchangeablepartitions and randomtrees,Ann. Probab. 28 (2000), no. 3,10631110. MR MR1797304(2001j:60183)
[HS81) I M. Harrisonand L. A. Shepp,On skewBrownianmotion, Ann. Probab.9 (1981), no. 2,309313. MR MR606993(82j:60144)
[LJR04a] Yves Le Jan and Olivier Raimond, Flows,coalescenceand noise, Ann. Probab. 32 (2004), no. 2,12471315. MR MR2060298 (2005c6:0075)
RongfengSun and Jan M. Swart, The Browniannet, 2006.
[STWOO] Florin Soucaliuc,1361inTt6th, and WendelinWerner,Reflectionand coalescencebetweenindependentonedimensionaBlrownianpaths, Ann. Inst. H. Poincar6Probab.Statist. 36 (2000), no. 4,509545. MR MR1785393 (2002a:60139)
[SV791 D.W. Stroock and S.R.S. Varadhan,MultidimensionadliffusionprocessesS,pringerVerlag,1979.
[Tsi04a] Boris Tsirelson, Nonclassical stochastic flows and continuous products, Probab. Surv. 1 (2004), 173298 (electronic). MR MR2068474 (2005m:60080)
[Tsi04bj , Scaling limit, noise, stability, Lectures on probability theory and statistics, Lecture Notes in Math., vol. 1840, Springer, Berlin, 2004, pp. 1106. MR MR2079671 (2005g:60066)

Metrics
0views in OpenAIRE0views in local repository84downloads in local repository
The information is available from the following content providers:
From Number Of Views Number Of Downloads Warwick Research Archives Portal Repository  IRUSUK 0 84

 Download from


Cite this publication