ON THE TRAJECTORIES OF STOCHASTIC FLOW GENERATED BY THE NATURAL MODEL IN MULTI-DIMENSIONAL CASE

Yamina Khatir, Abdeldjabbar Kandouci, Fatima Benziadi

DOI Number
https://doi.org/10.22190/FUMI210118065K
First page
879
Last page
893

Abstract


On the same model stated in [3], we will study the differentiability of the stochastic flow generated by the natural model with respect to the initial data, based on an important idea of H-Kunita, R.M-Dudley and F-Ledrappier, This is the main motivation of our research.

Keywords

Sample path properties, stochastic flow, stochastic integrals

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DOI: https://doi.org/10.22190/FUMI210118065K

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