On properties of a flow generated by an SDE with discontinuous drift

DOI10.1214/EJP.v17-2138zbMath1283.60086arXiv1207.1267MaRDI QIDQ392697

Olga Aryasova, Andrey Yu. Pilipenko

Publication date: 15 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.1267

zbMATH Keywords

local timesstochastic flowdifferentiability with respect to initial data

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Related Items (3)

Hydrodynamics and Stochastic Differential Equation with Sobolev Coefficients ⋮ Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift ⋮ Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients

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