Published January 1, 2017
| Version v1
Journal article
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Application of stochastic flows to the sticky Brownian motion equation
Creators
- 1. Lab Integrat Mat Syst, Bordeaux, France
- 2. Koc Univ, Istanbul, Turkey
- 3. Inst Math Bordeaux, Bordeaux, France
Description
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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bib-a36c8771-56ba-43cc-887d-17750c01dbca.txt
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