Solution

ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2007/d/3/i/solution

A coordinate transformation is a continuously differentiable bijection from the open set onto an open subset , with continuously differentiable inverse. Equivalently, it is a diffeomorphism; its Jacobian determinant never vanishes. The inverse function theorem supplies the local inverse, while global injectivity is an additional requirement.

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