Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient (Q1017647): Difference between revisions
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scientific article
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English | Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient |
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Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient (English)
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12 May 2009
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stochastic flow
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stochastic differential equation
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quasi-invariance of measure
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non-Lipschitz condition
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Fokker-Planck equation
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