English

Absolute continuity under flows generated by SDE with measurable drift coefficient

Probability 2013-01-30 v1

Abstract

We consider the It\^{o} SDE with non-degenerate diffusion coefficient and 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

Cite

@article{arxiv.1009.5525,
  title  = {Absolute continuity under flows generated by SDE with measurable drift coefficient},
  author = {Dejun Luo},
  journal= {arXiv preprint arXiv:1009.5525},
  year   = {2013}
}

Comments

22 pages

R2 v1 2026-06-21T16:20:08.887Z