Stochastic flows with reflection
Probability
2008-10-28 v1
Abstract
Some topological properties of stochastic flow generated by stochastic differential equation in a with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is received. The absolute continuity of the measure-valued process , where is studied.
Cite
@article{arxiv.0810.4644,
title = {Stochastic flows with reflection},
author = {Andrey Pilipenko},
journal= {arXiv preprint arXiv:0810.4644},
year = {2008}
}
Comments
10 pages