Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift

DOI10.1214/ECP.v15-1545zbMath1226.60086MaRDI QIDQ638194

Stefano Attanasio

Publication date: 9 September 2011

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

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticlec6ce.html

zbMATH Keywords

local timestochastic flows

Mathematics Subject Classification ID

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

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