{
  "id": "1211.4975",
  "version": "v4",
  "published": "2012-11-21T09:26:40.000Z",
  "updated": "2013-06-21T06:03:39.000Z",
  "title": "On differentiability with respect to the initial data of a solution of an SDE with Lévy noise and discontinuous coefficients",
  "authors": [
    "Olga V. Aryasova",
    "Andrey Yu. Pilipenko"
  ],
  "comment": "10 pages",
  "doi": "10.1080/17442508.2013.865133",
  "categories": [
    "math.PR"
  ],
  "abstract": "We construct a stochastic flow generated by an SDE with L\\'evy noise and a drift coefficient being a function of bounded variation on R. It is proved that this flow is non-coalescing and Sobolev differentiable with respect to initial data. The representation for the derivative is given.",
  "revisions": [
    {
      "version": "v4",
      "updated": "2013-06-21T06:03:39.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J65",
      "60H10"
    ],
    "keywords": [
      "initial data",
      "lévy noise",
      "discontinuous coefficients",
      "differentiability",
      "levy noise"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 10,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1211.4975A"
    }
  }
}