Flows generated by SDEs in Euclidean space is a well-studied topic nowadays. It is well known for example (cf. [1] and ref. therein) that if the coefficients of SDE are Liphitzian then the SDEâ€¦ (More)

We consider a Brownian motion on the plane with semipermeable membranes on n rays that have a common endpoint in the origin. We obtain the necessary and sufficient conditions for the process to reachâ€¦ (More)

We consider a d-dimensional SDE with an identity diffusion matrix and a drift vector being a vector function of bounded variation. We give a representation for the derivative of the solution withâ€¦ (More)

The billing system is the heart of the telecommunication services network operator. The customer satisfaction and profit of the operator depend on its proper operation. Therefore we developed aâ€¦ (More)

Abstract. We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is provedâ€¦ (More)

We consider a stochastic flow onR generated by an SDE with its drift being a function of bounded variation. We show that the flow is differentiable with respect to the initial conditions. Asymptoticâ€¦ (More)