Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient (Q1017647): Difference between revisions

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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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