Stochastic flows with reflection
Abstract
Description
Some topological properties of stochastic flow $φ_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is received. The absolute continuity of the measure-valued process $μ\circφ_t^{-1}$, where $μ\llλ^d,$ is studied.
10 pages
10 pages