{
  "id": "1212.5128",
  "version": "v1",
  "published": "2012-12-20T16:31:42.000Z",
  "updated": "2012-12-20T16:31:42.000Z",
  "title": "Remarks on differentiability in the initial data for stochastic reflecting flow",
  "authors": [
    "Andrey Pilipenko"
  ],
  "comment": "12 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-12-20T16:31:42.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "58J65",
      "60H10",
      "60H25"
    ],
    "keywords": [
      "stochastic reflecting flow",
      "initial data",
      "differentiability",
      "additive diffusion term",
      "infinite product"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 12,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1212.5128P"
    }
  }
}