Properties of the Flows Generated by Stochastic Equations with Reflection

DOI10.1007/S11253-005-0260-1MaRDI QIDQ5477207zbMATHOpenAlexFDO

Authors Andrey Yu. Pilipenko

Publication date 20 July 2006

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11253-005-0260-1

zbMATH Keywords

stochastic differential equationHausdorff dimension

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(6)

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• On the generalized differentiability on the initial data of the flow generated by stochastic equation with reflection
• Penalty method for obliquely reflected diffusions
• Brownian earthworm
• A Lagrangian fluctuation-dissipation relation for scalar turbulence. II: Wall-bounded flows
• Flows generated by stochastic equations with reflection

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