Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift (Q904717)

The author studies a class of Itō stochastic differential equations (SDEs) with singular time-dependent drift. The main result is given in Theorem 1. It shows that the Lebesgue measure is quasi-invariant under the flow associated to a given SDE and extends some results given, for example, in [\textit{E. Fedrizzi} and \textit{F. Flandoli}, Stochastics 83, No. 3, 241--257 (2011; Zbl 1221.60081); Stochastic Anal. Appl. 31, No. 4, 708--736 (2013; Zbl 1281.60055)] or [\textit{D.-J. Luo}, Stochastic Processes Appl. 121, No. 10, 2393--2415 (2011; Zbl 1227.60076)].