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arXiv · 1203.4405

Generalized stochastic flow associated to the Itô SDE with partially Sobolev coefficients and applications

Dejun Luo
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Abstract

We consider the Itô SDE with partially Sobolev coefficients. Under some suitable conditions, we show the existence, uniqueness and stability of generalized stochastic flows associated to such an equation. As an application, we prove the weak differentiability of the stochastic flow generated by the Itô SDE with Sobolev coefficients.

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Dejun Luo. 2012-03-26. Generalized stochastic flow associated to the Itô SDE with partially Sobolev coefficients and applications. https://doi.org/10.2422/2036-2145.201208_009

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