Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient

DOI10.1016/J.BULSCI.2009.01.002zbMath1163.60027OpenAlexW2056545307MaRDI QIDQ1017647

De Jun Luo

Publication date: 12 May 2009

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2009.01.002

zbMATH Keywords

stochastic differential equationFokker-Planck equationstochastic flownon-Lipschitz conditionquasi-invariance of measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (7)

Path-Based Divergence Rates and Lagrangian Uncertainty in Stochastic Flows ⋮ Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift ⋮ Quasi-Invariant Flow Generated by Stratonovich SDE with BV Drift Coefficient ⋮ A unified treatment for ODEs under Osgood and Sobolev type conditions ⋮ Stochastic differential equations with coefficients in Sobolev spaces ⋮ Absolute continuity under flows generated by SDE with measurable drift coefficients ⋮ Strong solutions of stochastic differential equations with square integrable drift

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