Download this PDF file Fullscreen Fullscreen Off
References
- Barlow, Martin; Pitman, Jim; Yor, Marc. On Walsh's Brownian motions. Séminaire de Probabilités, XXIII, 275--293, Lecture Notes in Math., 1372, Springer, Berlin, 1989. MR1022917
- Burdzy, Krzysztof; Chen, Zhen-Qing. Local time flow related to skew Brownian motion. Ann. Probab. 29 (2001), no. 4, 1693--1715. MR1880238
- Burdzy, Krzysztof; Kaspi, Haya. Lenses in skew Brownian flow. Ann. Probab. 32 (2004), no. 4, 3085--3115. MR2094439
- Freidlin, Mark. Markov processes and differential equations: asymptotic problems. Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, Basel, 1996. vi+153 pp. ISBN: 3-7643-5392-9 MR1399081
- Freidlin. M. and Pavlopoulos. H, On a Stochastic Model for Moisture Budget in an Eulerian Atmospheric Column. Environmetrics, 8, (1997), 425--440.
- Freidlin, Mark; Sheu, Shuenn-Jyi. Diffusion processes on graphs: stochastic differential equations, large deviation principle. Probab. Theory Related Fields 116 (2000), no. 2, 181--220. MR1743769
- Freidlin, Mark I.; Wentzell, Alexander D. Diffusion processes on graphs and the averaging principle. Ann. Probab. 21 (1993), no. 4, 2215--2245. MR1245308
- Hajri, Hatem. Stochastic flows related to Walsh Brownian motion. Electron. J. Probab. 16 (2011), no. 58, 1563--1599. MR2835247
- Hajri, Hatem; Raimond, Olivier. Tanaka's equation on the circle and stochastic flows. ALEA Lat. Am. J. Probab. Math. Stat. 10 (2013), no. 1, 415--448. MR3083932
- Harrison, J. M.; Shepp, L. A. On skew Brownian motion. Ann. Probab. 9 (1981), no. 2, 309--313. MR0606993
- Kostrykin, Vadim; Potthoff, Jürgen; Schrader, Robert. Brownian motions on metric graphs. J. Math. Phys. 53 (2012), no. 9, 095206, 36 pp. MR2905788
- Kostrykin, Vadim; Potthoff, Jürgen; Schrader, Robert. Brownian motions on metric graphs I. arXiv:1012.0733 (2010)
- Kostrykin, Vadim; Potthoff, Jürgen; Schrader, Robert. Brownian motions on metric graphs II. arXiv:1012.0737 (2010)
- Kostrykin, Vadim; Potthoff, Jürgen; Schrader, Robert. Brownian motions on metric graphs III. arXiv:1012.0739 (2010)
- Le Jan, Yves; Raimond, Olivier. Flows, coalescence and noise. Ann. Probab. 32 (2004), no. 2, 1247--1315. MR2060298
- Le Jan, Yves; Raimond, Olivier. Flows associated to Tanaka's SDE. ALEA Lat. Am. J. Probab. Math. Stat. 1 (2006), 21--34. MR2235172
- Nicaise, S. Some results on spectral theory over networks, applied to nerve impulse transmission. Orthogonal polynomials and applications (Bar-le-Duc, 1984), 532--541, Lecture Notes in Math., 1171, Springer, Berlin, 1985. MR0839024
- Tsirelson, B. Triple points: from non-Brownian filtrations to harmonic measures. Geom. Funct. Anal. 7 (1997), no. 6, 1096--1142. MR1487755
- Walsh. J.B, A diffusion with discontinuous local time. Temps locaux Astérisque., 52, (1978), 51--82, MR509476
This work is licensed under a Creative Commons Attribution 3.0 License.