Authors
Olga Aryasova, Andrey Pilipenko
Publication date
2012/1/1
Volume
17
Pages
1-20
Description
We consider a stochastic flow on generated by an SDE with its drift being a function of bounded variation. We show that the flow is differentiable with respect to the initial conditions. Asymptotic properties of the flow are studied.
Scholar articles
O Aryasova, A Pilipenko - 2012