7 citations · 18 across the 12 of their papers we have counts for
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math.PR2012
On differentiability with respect to the initial data of a solution of an SDE with Lévy noise and discontinuous coefficients
Olga V. Aryasova, Andrey Yu. Pilipenko
We construct a stochastic flow generated by an SDE with Lévy noise and a drift coefficient being a function of bounded variation on R. It is proved that this flow is non-coalescing…
math.PR2012
Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres
Olga Aryasova, Alessandro De Gregorio, Enzo Orsingher
Diffusion processes moving inside spheres and reflecting orthogonally on their surfaces are consid…
math.PR2012★ 7 cited
On properties of a flow generated by an SDE with discontinuous drift
Olga V. Aryasova, Andrey Yu. Pilipenko
We consider a stochastic flow on $\mathds{R}$ generated by an SDE with its drift being a function of bounded variation. We show that the flow is differentiable with respect to the…