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On differentiability of stochastic flow for а multidimensional SDE with discontinuous drift

   
@article{ECP2886,
	author = {Olga Aryasova and Andrey Pilipenko},
	title = {On differentiability of stochastic flow for а multidimensional SDE with discontinuous drift},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {19},
	year = {2014},
	keywords = {Stochastic flow; Continuous additive functional; Differentiability with respect to initial data},
	abstract = {We consider a d-dimensional SDE with an identity diffusion matrix and a drift vector being a vector function of bounded variation. We give a representation for the derivative of the solution with respect to the initial data.},
	pages = {no. 45, 1-17},
	issn = {1083-589X},
	doi = {10.1214/ECP.v19-2886},    
        url = {http://ecp.ejpecp.org/article/view/2886}}