Quasi-invariance of the stochastic flow associated to It\^o's SDE with   singular time-dependent drift
  In this paper we consider the It\^o SDE   $$d X_t=d W_t+b(t,X_t)\,d t, \quad X_0=x\in {\mathbb R}^d,$$ where $W_t$ is a $d$-dimensional standard Wiener process and the drift coefficient $b:[0,T]\times{\mathbb R}^d\to{\mathbb R}^d$ belongs to $L^q(0,T;L^p({\mathbb R}^d))$ with $p\geq 2, q>2$ and $\frac dp +\frac 2q<1$. In 2005, Krylov and R\"ockner \cite{KR05} proved that the above equation has a unique strong solution $X_t$. Recently it was shown by Fedrizzi and Flandoli \cite{FF13b} that the solution $X_t$ is indeed a stochastic flow of homeomorphisms on ${\mathbb R}^d$. We prove in the present work that the Lebesgue measure is quasi-invariant under the flow $X_t$. 
Dejun Luo
math.PR