Generalized stochastic flow associated to the Itô SDE with partially Sobolev coefficients and applications
arXiv:1203.4405 · doi:10.2422/2036-2145.201208_009
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.
41 pages. The proofs of Propositions 2.13 and 2.14 are slightly modified