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math.PR2011
Discrete approximation to solution flows of Tanaka SDE related to Walsh Brownian motion
Hatem Hajri
In a previous work, we have defined a Tanaka SDE related to Walsh Brownian motion which depends on kernels. It was shown that there are only one Wiener solution and only one flow o…
math.PR2011
Stochastic flows related to Walsh Brownian motion
Hatem Hajri
We define an equation on a simple graph which is an extension of Tanaka equation and the skew Brownian motion equation. We then apply the theory of transition kernels developped by…