Past exam of the Probability, statistics and options II course of the University of Oxford / 2007 / D / 3 / i

A coordinate transformation is a continuously differentiable bijection from the open set $U$ onto an open subset $T(U)\subset {\mathbb{R}}^2$, with continuously differentiable inverse. Equivalently, it is a $C^1$ diffeomorphism; its Jacobian determinant never vanishes. The inverse function theorem supplies the local inverse, while global injectivity is an additional requirement.