pith. sign in

arxiv: 1601.07326 · v3 · pith:JWMYKLEEnew · submitted 2016-01-27 · 🧮 math.PR

On a coupling of solutions to the interface SDE on a star graph

classification 🧮 math.PR
keywords browniancouplingmotionsolutionsdrivinggraphinterfacerays
0
0 comments X
read the original abstract

Inspired by Tsirelson proof of the non Brownian character of WalshBrownian motion ltration on three or more rays, we prove some results on aparticular coupling of solutions to the interface SDE on a star graph, recentlyintroduced. This coupling consists in two solutions which are independentgiven the driving Brownian motion. As a consequence, we deduce that if the stargraph contains 3 or more rays, the argument of the solution at a xed time isindependent of the driving Brownian motion.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.