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

DOI10.1007/s10959-014-0554-zzbMath1339.60072arXiv1401.1884OpenAlexW3104334606MaRDI QIDQ904717

De Jun Luo

Publication date: 13 January 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.1884

zbMATH Keywords

stochastic flowquasi-invarianceItō stochastic differential equationsingular time-dependent driftZvokin-type transformation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Quantitative stability estimates for Fokker-Planck equations ⋮ Strong solutions of stochastic differential equations with square integrable drift

Cites Work

• Unnamed Item
• On properties of a flow generated by an SDE with discontinuous drift
• Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
• Absolute continuity under flows generated by SDE with measurable drift coefficients
• Well-posedness of the transport equation by stochastic perturbation
• Stochastic flows of SDEs with irregular coefficients and stochastic transport equations
• Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift
• Stochastic differential equations with coefficients in Sobolev spaces
• Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient
• Strong solutions of stochastic equations with singular time dependent drift
• Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients
• Noise prevents singularities in linear transport equations
• Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• Additive functionals and push forward measures under Veretennikov's flow
• Hölder Flow and Differentiability for SDEs with Nonregular Drift
• Generalized stochastic flow associated to the Itô SDE with partially Sobolev coefficients and its application
• Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
• On Stochastic Differential Equations with Locally Unbounded Drift
• On the Strong Solutions of Stochastic Differential Equations
• Flow of Homeomorphisms and Stochastic Transport Equations

This page was built for publication: Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift