کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4669281 | 1346123 | 2009 | 24 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient](/preview/png/4669281.png)
چکیده انگلیسی
We consider the stochastic flow generated by Stratonovich stochastic differential equations with non-Lipschitz drift coefficients. Based on the author's previous works, we show that if the generalized divergence of the drift is bounded, then the Lebesgue measure on Rd is quasi-invariant under the action of the stochastic flow, and the explicit expression of the Radon–Nikodym derivative is also presented. Finally we show in a special case that the unique solution of the corresponding Fokker–Planck equation is given by the density of the stochastic flow.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Bulletin des Sciences Mathématiques - Volume 133, Issue 3, April 2009, Pages 205-228
Journal: Bulletin des Sciences Mathématiques - Volume 133, Issue 3, April 2009, Pages 205-228