Generalized stochastic flow associated to the Itô SDE with partially Sobolev coefficients and its application

DOI10.2422/2036-2145.201208_009zbMath1323.60080arXiv1203.4405OpenAlexW2963252181MaRDI QIDQ2950005

De Jun Luo

Publication date: 5 October 2015

Published in: ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4405

zbMATH Keywords

generalized stochastic flowItō stochastic differential equationSobolev coefficientsCauchy measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (2)

The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients ⋮ Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift

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