Absolute continuity under flows generated by SDE with measurable drift coefficients
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Publication:719381
DOI10.1016/j.spa.2011.05.012zbMath1227.60076arXiv1009.5525MaRDI QIDQ719381
Publication date: 10 October 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.5525
stochastic differential equation; Fokker-Planck equation; limit theorem; strong solution; density estimate
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
34F05: Ordinary differential equations and systems with randomness
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