Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient
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Publication:1017647
DOI10.1016/j.bulsci.2009.01.002zbMath1163.60027MaRDI QIDQ1017647
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
stochastic differential equation; Fokker-Planck equation; stochastic flow; non-Lipschitz condition; quasi-invariance of measure
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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