Integration of Brownian vector fields
Le Jan, Yves ; Raimond, Olivier
Ann. Probab., Tome 30 (2002) no. 1, p. 826-873 / Harvested from Project Euclid
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Using the Wiener chaos decomposition, we show that strong solutions of non-Lipschitzian stochastic differential equations are given by random Markovian kernels. The example of Sobolev flows is studied in some detail, exhibiting interesting phase transitions.
Publié le : 2002-04-14
Classification:  stochastic differential equations,  strong solution,  Wiener chaos decomposition,  stochastic flow,  isotropic Brownian flow,  coalescence,  Dirichlet form,  60H10,  31C25,  76F05 
@article{1023481009,
     author = {Le Jan, Yves and Raimond, Olivier},
     title = {Integration of Brownian vector fields},
     journal = {Ann. Probab.},
     volume = {30},
     number = {1},
     year = {2002},
     pages = { 826-873},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1023481009}
}

Le Jan, Yves; Raimond, Olivier. Integration of Brownian vector fields. Ann. Probab., Tome 30 (2002) no. 1, pp.  826-873. http://gdmltest.u-ga.fr/item/1023481009/