Additive functionals and push forward measures under Veretennikov's flow

DOI10.1142/9789814596534_0009MaRDI QIDQ2800236zbMATH OpenOpenAlexFDO

Authors Shizan Fang, Andrey Yu. Pilipenko

Publication date 15 April 2016

Published in Festschrift Masatoshi Fukushima (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789814596534_0009

zbMATH Keywords

additive functionalsGaussian measurepush forward measuresstochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55) Brownian motion (60J65)

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Cited in

(2)

• Additive functionals and entrance laws
• Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift

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