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

  
@article{EJP2138,
	author = {Olga Aryasova and Andrey Pilipenko},
	title = {On properties of a flow generated by an SDE with discontinuous drift},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {17},
	year = {2012},
	keywords = {stochastic flow; local times; differentiability with respect to initial data},
	abstract = {We consider a stochastic flow on $\mathbb{R}$ generated by an SDE with its drift being a function of bounded variation. We show that the flow is differentiable with respect to the initial conditions. Asymptotic  properties of the flow are studied.},
	pages = {no. 106, 1-20},
	issn = {1083-6489},
	doi = {10.1214/EJP.v17-2138},    
        url = {http://ejp.ejpecp.org/article/view/2138}}