Title of article
Absolute continuity under flows generated by SDE with measurable drift coefficients
Author/Authors
Luo، نويسنده , , Dejun، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
23
From page
2393
To page
2415
Abstract
We consider the Itô SDE with a non-degenerate diffusion coefficient and a measurable drift coefficient. Under the condition that the gradient of the diffusion coefficient and the divergences of the diffusion and drift coefficients are exponentially integrable with respect to the Gaussian measure, we show that the stochastic flow leaves the reference measure absolutely continuous.
Keywords
stochastic differential equation , Strong solution , Density estimate , Limit theorem , Fokker–Planck equation
Journal title
Stochastic Processes and their Applications
Serial Year
2011
Journal title
Stochastic Processes and their Applications
Record number
1578456
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