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

DOI10.1016/j.bulsci.2009.01.002zbMath1163.60027MaRDI 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 equation; Fokker-Planck equation; stochastic flow; non-Lipschitz condition; quasi-invariance of measure

Mathematics Subject Classification ID

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

Related Items

Quasi-Invariant Flow Generated by Stratonovich SDE with BV Drift Coefficient, Absolute continuity under flows generated by SDE with measurable drift coefficients, Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift, Stochastic differential equations with coefficients in Sobolev spaces, A unified treatment for ODEs under Osgood and Sobolev type conditions

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