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math.PR2013
Stochastic flows and an interface SDE on metric graphs
Hatem Hajri, Olivier Raimond
This paper consists in the study of a stochastic differential equation on a metric graph, called an interface SDE . To each edge of the graph is associated an indepe…
math.PR2013
Stochastic flows on metric graphs
Hatem Hajri, Olivier Raimond
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 cond…