Abstract
We consider a stochastic flow on $\mathbb{R}$ 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.
Citation
Olga Aryasova. Andrey Pilipenko. "On properties of a flow generated by an SDE with discontinuous drift." Electron. J. Probab. 17 1 - 20, 2012. https://doi.org/10.1214/EJP.v17-2138
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