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

DOI10.1214/ECP.V19-2886zbMath1310.60071arXiv1306.4816OpenAlexW3098774489MaRDI QIDQ457801

Andrey Yu. Pilipenko, Olga Aryasova

Publication date: 29 September 2014

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

Full work available at URL: https://arxiv.org/abs/1306.4816

zbMATH Keywords

stochastic flowcontinuous additive functionaldiscontinuous driftmultidimensional SDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Local time and additive functionals (60J55)

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