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)
Cites Work
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