Differentiability of stochastic reflecting flow with respect to starting point

a comparison of teachers and supervisors, with respect to teacher efficacy and reflection

supervisors play an undeniable role in training teachers, before starting their professional experience by preparing them, at the initial years of their teaching by checking their work within the proper framework, and later on during their teaching by assessing their progress. but surprisingly, exploring their attributes, professional demands, and qualifications has remained a neglected theme i...

On Differentiability with Respect to Parameters of the Lebesgue Integral

The aim of this paper is to extend the results of [7] and [8] to a Lebesgue integral whose integrand and limits of integration depend on parameters.

On existence of strong solutions to stochastic equations with Lévy noise and differentiability with respect to initial condition

is a finite sum and always exists. So there will be no other restrictions on b2 (moreover, the general case reduces to that of b2 = 0), but the conditions on other coefficients are important and will be given below. If the coefficients in equation (1.1) are sufficiently regular, then it is known that there exists a unique strong solution to this equation. The goal of this paper is to prove an e...

Differentiability of Stochastic Flow of Reflected Brownian Motions

We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for reflected Brownian motion. The method of proof is based on excursion theory and analysis of the deterministic Skorokhod equation.

Decision criteria in risk analysis : an application of stochastic dominance with respect to a function