Application of Stochastic Flows to the Sticky Brownian Motion Equation
arXiv:1603.07456
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.
arXiv:1603.07456
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.