Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient

DOI10.1016/j.bulsci.2009.01.002zbMath1163.60027OpenAlexW2056545307MaRDI QIDQ1017647

De Jun Luo

Publication date: 12 May 2009

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2009.01.002

zbMATH Keywords

stochastic differential equationFokker-Planck equationstochastic flownon-Lipschitz conditionquasi-invariance of measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Path-Based Divergence Rates and Lagrangian Uncertainty in Stochastic Flows, Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift, Quasi-Invariant Flow Generated by Stratonovich SDE with BV Drift Coefficient, A unified treatment for ODEs under Osgood and Sobolev type conditions, Stochastic differential equations with coefficients in Sobolev spaces, Absolute continuity under flows generated by SDE with measurable drift coefficients, Strong solutions of stochastic differential equations with square integrable drift

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