Absolute continuity under flows generated by SDE with measurable drift coefficients (Q719381)

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scientific article; zbMATH DE number 5955967
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    Absolute continuity under flows generated by SDE with measurable drift coefficients
    scientific article; zbMATH DE number 5955967

      Statements

      Absolute continuity under flows generated by SDE with measurable drift coefficients (English)
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      10 October 2011
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      stochastic differential equation
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      strong solution
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      density estimate
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      limit theorem
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      Fokker-Planck equation
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