Differentiability of stochastic flow of reflected Brownian motions.
Electronic Journal of Probability [electronic only] (2009)
- Volume: 14, page 2182-2240
- ISSN: 1083-589X
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topBurdzy, Krzysztof. "Differentiability of stochastic flow of reflected Brownian motions.." Electronic Journal of Probability [electronic only] 14 (2009): 2182-2240. <http://eudml.org/doc/229994>.
@article{Burdzy2009,
author = {Burdzy, Krzysztof},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {reflected Brownian motion; multiplicative functional},
language = {eng},
pages = {2182-2240},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Differentiability of stochastic flow of reflected Brownian motions.},
url = {http://eudml.org/doc/229994},
volume = {14},
year = {2009},
}
TY - JOUR
AU - Burdzy, Krzysztof
TI - Differentiability of stochastic flow of reflected Brownian motions.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 2182
EP - 2240
LA - eng
KW - reflected Brownian motion; multiplicative functional
UR - http://eudml.org/doc/229994
ER -
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