• 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