Absolute continuity under flows generated by SDE with measurable drift coefficients

DOI10.1016/j.spa.2011.05.012zbMath1227.60076arXiv1009.5525OpenAlexW2006934083MaRDI QIDQ719381

De Jun Luo

Publication date: 10 October 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.5525

zbMATH Keywords

stochastic differential equationFokker-Planck equationlimit theoremstrong solutiondensity estimate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

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