Stochastic flows with reflection

Simple item page
dc.creatorPilipenko, Andrey
dc.date2008-10-25
dc.date.accessioned2026-07-07T10:13:18Z
dc.date.available2026-07-07T10:13:18Z
dc.descriptionSome 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.
dc.description10 pages
dc.identifierhttps://arxiv.org/abs/0810.4644
dc.identifierhttp://arxiv.org/abs/0810.4644
dc.identifierPilipenko A.Yu. Stochastic flows with reflection. Dopov. Nats. Akad. Nauk Ukr. Mat. Prirodozn. Tekh. Nauki, 2005, No. 10, 23--28
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/172479
dc.subjectProbability
dc.subject60H10; 60D05
dc.titleStochastic flows with reflection
dc.typetext

Files

Collections

arXiv