Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient (Q1017647)
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scientific article; zbMATH DE number 5552982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient |
scientific article; zbMATH DE number 5552982 |
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Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient (English)
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12 May 2009
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stochastic flow
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stochastic differential equation
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quasi-invariance of measure
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non-Lipschitz condition
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Fokker-Planck equation
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