On properties of a flow generated by an SDE with discontinuous drift

机译：关于由具有不连续漂移的sDE产生的流的性质

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We consider a stochastic flow on $\mathds{R}$ generated by an SDE with itsdrift being a function of bounded variation. We show that the flow isdifferentiable with respect to the initial conditions. Asymptotic properties ofthe flow are studied.

机译：我们考虑由SDE生成的$ \ mathds {R} $的随机流，其漂移是有界变化的函数。我们表明，相对于初始条件，流量是可区分的。研究了流的渐近性质。

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Aryasova, Olga V.; Pilipenko, Andrey Yu.;
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年度 2012
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正文语种 {"code":"en","name":"English","id":9}
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专利

1. On properties of a flow generated by an SDE with discontinuous drift [J] . Aryasova Olga, Pilipenko Andrey Electronic Journal of Probability . 2012 ,第33期

机译：具有不连续漂移的SDE生成的流的性质
2. Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift [J] . Attanasio Stefano Electronic Communications in Probability . 2010 ,第2期

机译：具有不连续漂移的一维SDE的亚纯随机流
3. On differentiability of stochastic flow for а multidimensional SDE with discontinuous drift [J] . Aryasova Olga, Pilipenko Andrey Electronic Communications in Probability . 2014 ,第1期

机译：具有不连续漂移的多维SDE随机流的可分性
4. INFLUENCE OF MATERIAL FLOW IN COMPRESSION MOLDING ON MECHANICAL PROPERTIES OF DISCONTINUOUS CF/PP [C] . N. Mitsui, K. Kageyama, K. Uzawa, International Conference on Composite Materials . 2013

机译：压缩成型材料流动对不连续CF / PP力学性能的影响
5. Study of nonlinear energy transfer between drift wave turbulence and spontaneously generated sheared flows in a laboratory plasma. [D] . Xu, Min. 2010

机译：研究实验室等离子体中漂移波湍流与自发产生的剪切流之间的非线性能量传递。
6. Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient [O] . Gunther Leobacher, Michaela Szölgyenyi -1

机译：具有不连续漂移和退化扩散系数的多维SDE的Euler-Maruyama方法的收敛性
7. On differentiability of stochastic flow for multidimensional SDE with discontinuous drift [O] . Olga V. Aryasova, Andrey, Yu. Pilipenko 2016

机译：多维sDE与不连续漂移的随机流动的可微性
8. Properties of Boundary Layers Generated by Mechanically and Thermally Driven Flows in a Centrifuge [R] . Cortet, C., Louvet, P. 1979

机译：离心机中机械和热驱动流动产生的边界层特性

On properties of a flow generated by an SDE with discontinuous drift

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