Additive functionals and push forward measures under Veretennikov's flow

DOI10.1142/9789814596534_0009zbMath1338.60145OpenAlexW2485538854MaRDI QIDQ2800236

Shizan Fang, Andrey Yu. Pilipenko

Publication date: 15 April 2016

Published in: Festschrift Masatoshi Fukushima (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814596534_0009

zbMATH Keywords

stochastic differential equationadditive functionalsGaussian measurepush forward measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (1)

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

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