Olga Aryasova
Identifiers
- name variant Olga Aryasova 0.60 · backfill
Papers (4)
- A representation for the derivative with respect to the initial data of the solution of an SDE with a non-regular drift and a Gaussian noise math.PR · 2016 · author #1
- On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift math.PR · 2013 · author #1
- Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres math.PR · 2012 · author #1
- On simultaneous hitting of membranes by two skew Brownian motions math.PR · 2009 · author #1
Mentions
Frequent Coauthors
- Andrey Pilipenko 3 shared papers
- Alessandro De Gregorio 1 shared papers
- Enzo Orsingher 1 shared papers