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