On differentiability of stochastic flow for а...

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

Aryasova, Olga, Pilipenko, Andrey
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Volume:
19
Year:
2014
Language:
english
Journal:
Electronic Communications in Probability
DOI:
10.1214/ECP.v19-2886
File:
PDF, 347 KB
english, 2014
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