Absolute continuity under flows generated by SDE with measurable drift coefficients

DOI10.1016/j.spa.2011.05.012zbMath1227.60076arXiv1009.5525OpenAlexW2006934083MaRDI QIDQ719381

De Jun Luo

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

zbMATH Keywords

stochastic differential equationFokker-Planck equationlimit theoremstrong solutiondensity estimate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

Related Items (4)

Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift ⋮ A scaling limit for the stochastic mSQG equations with multiplicative transport noises ⋮ Scaling limit of stochastic 2D Euler equations with transport noises to the deterministic Navier-Stokes equations ⋮ \(\rho\)-white noise solution to 2D stochastic Euler equations

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