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Perelman's W-entropy for the Fokker-Planck equation over complete Riemannian manifolds 期刊论文
BULLETIN DES SCIENCES MATHEMATIQUES, 2011, 卷号: 135, 期号: 6-7, 页码: 871-882
作者:  Li, Xiang-Dong
收藏  |  浏览/下载:109/0  |  提交时间:2018/07/30
Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient 期刊论文
BULLETIN DES SCIENCES MATHEMATIQUES, 2009, 卷号: 133, 期号: 3, 页码: 205-228
作者:  Luo, Dejun
收藏  |  浏览/下载:124/0  |  提交时间:2018/07/30
Stochastic flow  Stochastic differential equation  Quasi-invariance of measure  Non-Lipschitz condition  Fokker-Planck equation