Transfer of absolute continuity by a flow generated by a stochastic equation with reflection
Let $\varphi_t(x),\quad x \in \mathbb{R}_+ $, be a value taken at time $t \geq 0$ by a solution of stochastic equation with normal reflection from the hyperplane starting at initial time from $x$. We characterize an absolutely continuous (with respect to the Lebesgue measure) component and a singula...
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| Date: | 2006 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2006
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3562 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |