Stochastic flows generated by reflected SDEs in a half-plane with an additive diffusion term are considered. A derivative in the initial data is represented a.s. as an infinite product of matrices. We use this representation and construct an example of a reflecting flow with a linear drift such that it is not locally continuously differentiable.
On differentiability with respect to the initial data of a solution of an SDE with Lévy noise and discontinuous coefficients
Quantitative estimates for SPDEs on the full space with transport noise and $L^p$-initial data
Small Random Perturbations of a Dynamical System with Blow-up
![QR code for arXiv:1212.5128 [math.PR]](http://oss.arxitics.com/images/favicon.svg)