Quasi-Invariant Flow Generated by Stratonovich SDE with BV Drift Coefficient

DOI10.1080/07362994.2012.649622zbMath1237.60046arXiv1007.0167OpenAlexW2963099809MaRDI QIDQ5388159

Huai-Qian Li, De Jun Luo

Publication date: 18 April 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.0167

zbMATH Keywords

stochastic differential equationbounded variationstochastic transport equationapproximate differentiabilityquasi-invariant flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

A unified treatment for ODEs under Osgood and Sobolev type conditions ⋮ Lagrangian flows driven by \(BV\) fields in Wiener spaces

Cites Work

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