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On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift - MaRDI portal

On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift (Q457801)

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scientific article; zbMATH DE number 6349203
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On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift
scientific article; zbMATH DE number 6349203

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    On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift (English)
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    29 September 2014
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    multidimensional SDE
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    discontinuous drift
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    stochastic flow
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    continuous additive functional
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