English

Stochastic flows with reflection

Probability 2008-10-28 v1

Abstract

Some topological properties of stochastic flow φt(x)\varphi_t(x) generated by stochastic differential equation in a R+d{\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 μφt1\mu\circ\varphi_t^{-1}, where μλd,\mu\ll\lambda^d, is studied.

Keywords

Cite

@article{arxiv.0810.4644,
  title  = {Stochastic flows with reflection},
  author = {Andrey Pilipenko},
  journal= {arXiv preprint arXiv:0810.4644},
  year   = {2008}
}

Comments

10 pages

R2 v1 2026-06-21T11:34:55.923Z