Quasi-invariance of the Stochastic Flow Associated to It's SDE with Singular Time-Dependent Drift
文献类型：期刊论文
| 作者 | Luo, Dejun
|
| 刊名 | JOURNAL OF THEORETICAL PROBABILITY
 |
| 出版日期 | 2015-12-01 |
| 卷号 | 28期号:4页码:1743-1762 |
| 关键词 | Stochastic differential equation Strong solution Flow of homeomorphisms Quasi-invariance Zvonkin-type transformation |
| ISSN号 | 0894-9840 |
| DOI | 10.1007/s10959-014-0554-z |
| 英文摘要 | In this paper, we consider the It SDE where is a -dimensional standard Wiener process and the drift coefficient belongs to with and . In 2005, Krylov and Rockner (Probab Theory Relat Fields 131(2):154-196, 2005) proved that the above equation has a unique strong solution . Recently, it was shown by Fedrizzi and Flandoli (Stoch Anal Appl 31:708-736, 2013) that the solution is indeed a stochastic flow of homeomorphisms on . We prove in the present work that the Lebesgue measure is quasi-invariant under the flow X-t. |
| 语种 | 英语 |
| WOS记录号 | WOS:000364962500019 |
| 出版者 | SPRINGER/PLENUM PUBLISHERS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/21273]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Luo, Dejun |
| 作者单位 | Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Luo, Dejun. Quasi-invariance of the Stochastic Flow Associated to It's SDE with Singular Time-Dependent Drift[J]. JOURNAL OF THEORETICAL PROBABILITY,2015,28(4):1743-1762. |
| APA | Luo, Dejun.(2015).Quasi-invariance of the Stochastic Flow Associated to It's SDE with Singular Time-Dependent Drift.JOURNAL OF THEORETICAL PROBABILITY,28(4),1743-1762. |
| MLA | Luo, Dejun."Quasi-invariance of the Stochastic Flow Associated to It's SDE with Singular Time-Dependent Drift".JOURNAL OF THEORETICAL PROBABILITY 28.4(2015):1743-1762. |
入库方式： OAI收割
来源：数学与系统科学研究院
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